OK, so I've verified that 850MHz WCDMA/HSPA+ indeed works, but you have to force it. For some reason it really wants to use GSM/EDGE. I had to go into the Testing service menu (normally *#*#4636#*#* in the dialer, but Samsung disabled it. I used a Nova Launcher shortcut, or there are apps in the Play Store to access it) and force it to only use WCDMA (selecting WCDMA preferred doesn't work, it will still choose GSM over WCDMA).
That all said, I wasn't able to get SMS working for some reason. I could receive messages just fine, and make and receive phone calls just fine, but I got an error any time I tried sending a text. In the attached screenshot I was trying to activate a higher speed data package. I think it may have had something to do with the carrier though (in this case the Costa Rican carrier Kolbi), because I put the SIM in my 3G Nexus 7 and installed an SMS application and got the exact same error. I read that the usual reason was the Message Center/SMSC wasn't set properly, but I verified that wasn't the cause.