If you are using a Nexus 5 and depend on your 3G data while travelling (on roaming), you may have noticed that the data connection do tend to disappear or get stuck every now and then. The data connection does not come back on until you turn off and turn back on the data switch. Sometimes you may even have to reboot the phone. The issue may not happen when you are actively browsing on your phone however, waking the phone up from standby shows the issue more clearly. I noticed this issue two weeks back and was quite annoyed with the manual work I had to do to restore the connection until I bumped into the solution.
The reason
The Nexus 5 unlike its predecessors comes equipped with LTE. The LTE radio is enabled by default in Nexus 5. It looks like the Nexus 5 tries to search for data connection on LTE but since it cannot find any signal for data connection, it gets stagnant.
Solution
In places where I travel there is no LTE data /signal available. Switching the preferred network type to 3G from LTE helped get a consistent 3G signal without interruption. You can find the setting in Android 4.4.2 in
Settings -> More -> Mobile Network Settings -> Preferred network type -> 3G
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