You should not send "myapn" as the APN. The APN (Application Node) is the name of the virtual private network at the SP that you are connecting to.
Most SP's set it up as "Internet". Try that, it may solve your prblem.
On most modules (I assume the BENQ, which uses Wavecomm I believe also) you need to connect using an ATD string. Usually this is something like ATD*99***1#. This should bring back "CONNECT", using the context provided.
The AT commands you list seem to only set up all the parameters needed before you can connect.
Try this and let me know how it goes.