The 'stock' Windows Phone 3G/3.5G connection speed icons are strings like 3G, H, and H+. However operators can customize the strings to whatever they want.
T-Mobile and AT&T (and maybe others) take advantage of that for marketing purposes, customizing those strings so that 3G, H, and H+ all show '4G' instead. Therefore on your T-Mobile-branded Lumia 521, it is impossible for you to ever see 3G, H, or H+. You'll instead see '4G' for all of those.
Your BLU Win HD is unbranded, and so uses the stock 3G/H/H+ connection speed icons. It is impossible for that phone to ever say 4G. It will say 3G/H/H+ as appropriate.
Bottom line: '3G' or 'H' or 'H+' on an unbranded device like your BLU are exactly the same thing as '4G' on your T-Mobile-branded Lumia 521. Any perceived slowness on your BLU isn't due to "not getting 4G".
Typically you should expect the phone to show '3G' when idle and ramp up to H and/or H+ during data transfers. If your BLU device *never* shows H or H+ then it is not taking advantage of the HSPA+ network, which might explain the slowness. I can't speculate about why that might be happening.