ok i can help you with this
first off t-zones is tmobiles old version of internet, so you wouldnt have to use the proxy if u have tzones( i shuld know i use it all the time), also when you get a unlocked iphone everything you have like unlimited text, etc on your contract doesnt change at all, also you dont have to use any APN thing (atleast i dont think so) because i have a iphone and have used the proxy bypass b4, the data plans are tmobiles new way of saying buy this for your phone for internet :/, i hope this helps, anything else just pm me or anyone else
yes APN setting have to be set unless the original owner already did so..t-mobile APN is epc.tmobile.com which you would have to put in the Setting->General->Data->APN...
also even if you have tzones APN setting have to be set either way before you access internet, unless previous owner has it set since by default its not set! hope this helps
Source: owned an iphone for almost 2 yrs and i unlock them and jailbreak them and know them like the back of my hand, and have a few iphones i am fixing for friends along with the one i'm fixing to be used soon, and have behold as a back up phone