Well I have some good news. We have found other people and apps having this problem. It is a bug with iOS 9 that Apple has not addressed. The bad news is the fix is not easy. Here is the article on how to fix (this article references 9.0.2 as being the latest iOS point release, of course the latest is more recent now but this fix still applies): http://www.ibtimes.co.uk/ios-9-users-reporting-cellular-data-connectivity-issues-iphone-ipad-how-fix-them-1522865

Let us know if these steps fix our issue.