Replicant

Please forgive the stupid question, I just don't know if support for this is different from support for wifi, which I am aware requires proprietary firmware.

This is just a 10% answer of your question, but AFAIK Replicant does not support any 4G device, yet.

But I don't know if there are blobs necessary to support this feature of such models in the future;
IMHO, the answer could be interesting for the upcoming Neo900 (with its optional LTE support)...

To clarify the answer wrt 3G: it works, if the device supports it. I never had any problem with 3G data on my S3 and I've used it with several operators and travelled to many countries with it.

If the question was whether mobile data requires proprietary software, it does indeed, to an extent considerably bigger than what it takes for Wi-Fi/Bluetooth to work. See https://www.replicant.us/freedom-privacy-security-issues.php