Okay, I have really spent some time the last two weeks on my issue 
After a while I tried with an USB-adapter for the modem and then it worked just fine directly
So I realised that all my hardware was working - was just something strange when the modem was directly in the mPCIe slot and probably something was initialized wrong... This is my final solution after lots of trying 
I made a SD-card with the following image openwrt-19.07.2-x86-64-combined-ext4.img.gz
I updated my hardware APU4C4 with BIOS 4.11.0.5 and updated the modem Sierra Wireless MC7455 firmware to FW 02.33.03.00
I run the following command
opkg update
opkg install qmi-utils kmod-usb-net-qmi-wwan
reboot
nano /etc/config/network
And added the following lines at the bottom
"
config interface 'wwan0'
option ifname 'wwan0'
option device '/dev/cdc-wdm0'
option proto 'qmi'
option apn 'your.apn'
config interface 'wwan1'
option ifname 'wwan1'
option device '/dev/cdc-wdm1'
option proto 'qmi'
option apn 'your.apn'
"
saved the file by pressing Ctrl - X folowed by Y and ENTER
/etc/init.d/network restart
If you need to control that the sim card is read run the following command (not necessary)
qmicli -d /dev/cdc-wdm0 -p --dms-uim-get-state (Or if wwan1 is the interface change to ...wdm1)
The answer should be:
"[/dev/cdc-wdm0] UIM state retrieved:
State: 'initialization-completed'"
This was the error i had:
qmicli --device=/dev/cdc-wdm0 --get-expected-data-format
qmicli --device=/dev/cdc-wdm1 --get-expected-data-format
I did get the answer 802-3
Then run the following commands
ifdown wwan0; ifdown wwan1
echo Y > /sys/class/net/wwan0/qmi/raw_ip ;echo Y > /sys/class/net/wwan1/qmi/raw_ip
ifup wwan0; ifup wwan1
udhcpc -i wwan0
Or (if wwan1 is the interface)
udhcpc -i wwan1
The answer shall be
"root@OpenWrt:/dev# udhcpc -i wwan0
udhcpc: started, v1.30.1
udhcpc: sending discover
udhcpc: sending select for 100.66.87.229
udhcpc: lease of 100.66.87.229 obtained, lease time 7200
udhcpc: ifconfig wwan0 100.66.87.229 netmask 255.255.255.252 broadcast +
udhcpc: setting default routers: 100.66.87.230"
Then install the luci protocol
opkg install luci-proto-qmi
/etc/init.d/network restart
The interfaces wwan0 and wwan1 has to be added to the WAN-zone
nano /etc/config/firewall
The following part
"config zone
option name 'wan'"
Should look like this at bottom
option network 'wan wan6 wwan0 wwan1'
/etc/init.d/firewall restart
I wish you all luck - hopefully I saved you some time 