Accidentally connected a GPS antenna to a cellular connector and a cellular antenna to a GPS port. What can go wrong?
Looks like you are using an active GPS antenna which certainly means it has a LNA built-in. If you are setting-up the modem in GSM mode, at higher transmit power (if I recall correctly can go up to +30dBm) you may eventually damage the LNA output stage and therefore not get anything out of your GPS antenna. It does seem like an unlikely scenario though, you could try and report :)

Connecting the cellular antenna to GPS will likely "capture" no satellite signal because it is not designed for these frequencies. There is a chance you get few satellites (the stronger ones) if your antenna is broadband and crosses GPS frequencies (~1.6G), however I don't think you can get any usable location application with that setup. It shouldn't do any damage if your GPS module has a proper notch filter (very common).