Try resetting network settings. This procedure will reset all network settings including those for Wi-Fi, mobile data and Bluetooth. Go to: Settings > Backup and reset - scroll down to and tap on Reset network settings. Tap RESET SETTINGS, if you have a password protected phone, you'll be prompted to enter the password. Once entered, tap RESET SETTINGS. Let us know if this resolves the MMS download problem.
I have had the same problem for the last four months since I changed to Koodo and I tried everything listed in this thread, but nothing worked. Now I finally found a solution, and it is pretty simple. In APN Type mark default,mms,supl save it and reboot the device. I hope that will help someone as it helped me!