Hi,
I'm not on Three, nor do I have the XL.
I'm on EE and have the 950. I've always found the APN settings provided on the Geek Squad website to work for EE if I've needed to manually set it up.
I link to their APN setting page for Three:
Three APN Settings | Geek Squad.
If that doesn't work, have you logged into your Three online account to see if your 950XL is linked to your account? If it isn't, are you able to add it? (I don't know if Three have the option, but with EE I can see what device is registered to my account and change it if it's wrong). If you're able to, then you
might get sent carrier update settings over the air.
Have you contacted Three customer services? They might be able to provide you with APN settings, or do something their end to get it working.
Let us know how you get on :-)
Paul