I installed GDR2 on my AT&T Lumia 920 (NA) and lost LTE with the upgrade (European ROMs only enable the European 4G/LTE bands I think). My 3G speeds are pretty good in my area (5-7mb down) and I have a fairly small data plan so I don't care much about the loss. I had been considering finding a way to disable 4G/LTE anyways for the improved battery life.
*edit It actually appears that I do have access to 4G (at least according to the icon and my speed test program). The speeds seem the same as 3G though so I'm a bit dubious of the reality of that connection. In any event I'm going to change it to 3G as the highest setting.