Mobile network settings - Not enabled for modifications (Greyed)
If your device is locked to Vodafone (as you write), a different ROM won't change that. You will either have to use a Vodafone SIM, or have the device unlocked from the provider.

I'd suggest you first try whether the problem persists with a Vodafone SIM, to make sure whether a SIM-lock is the cause. Those network settings are also grayed out if you've got no SIM inserted at all (I've tried that on one of my devices) – so it usually means you don't have those services available because there's no accepted SIM card detected.