Well, the at&t 920 will lose it's ability to connect to LTE once it gets Cyan OTA since you're on a different rom.. I don't know if you get LTE or not where you are so that may not matter to you.
Anyway, the root of the problem you're experiencing is that NSRT checks with Nokia's servers every time you plug the phone in asking which firmware it can flash. Your phone is reporting in as a model RM-821 (changed by the FR firmware from RM-820), with an original at&t product code (This doesn't appear to change on a flash) so a RM-821 at&t firmware device doesn't exist, and NSRT bails out saying there's no firmware.
The best bet at the moment is to use a proxy and flash back to a sort-of-at&t firmware (Its called at&t developer) with keeps LTE and comes with Cyan and should (in theory anyway.) get Denim when it's out. Only NSRT will fix the radio's to keep LTE connectivity... I literally have no idea why that is, but it is. There's been lengthy discussions about this over in the
Cyan and LTE thread (starting where I linked) including the fix.