I have had mine 7 weeks and have what sounds like the same issue, mine had been in twice and they clearly dont know how to fix it. On mine Error 10 shows when trying the Live menus but there is another crucial menu option, somewhere in settings that gets you the softrware and map version numbers etc and on that screen is a network button - it takes you into the mobile phone settings. Mine has no number next to SIM or IMEI and the antennae stmbol shows it has no signal.
Like you I believe there is a SIM card fault but they dont get it and have swapped my SD card, then claimed my trial had run out. I pointed out I havent had it 3 months yet. I have no idea why they cant fix it.
Whilst it was in I managed to look through their online tech guide and yes there is a SIMcard but its on the bottom of the unit so it has to come out to get at it.
On Friday they promised me to call me on Monday to say what to do next. This will be the third time and I am going to be pushing for them to swap the unit - there is an identical unit in a Mazda 6 in the showroom…they claim that wont work in an MX but I am sure thats crap.
and yes I have trouble with the phone book transfer, I get half a dozen numbers for the people with names starting with A, B and C and it cant doiwnload anyone else…downside of a Blackberry with all the Outlook data in it. However the microphone is not good enough to use most of the time so I dont worry about it much.