Samsung Galaxy S5 - Mobile Data Connectivity Issues

I feel like my phone isn't getting as strong of a mobile data connection as it should be (Is there a simple way to check this?). I always feel like the network drags really slowly when not hooked up to Wi-Fi.

A little backstory: I live in the Chicagoland area, so I feel the signal should be fairly strong in most places I find myself in.  In the heart of Chicago, I notice I have 4G LTE service, but can't do simple things 90% of the time such as send a picture (let alone a video) via Messenger (just gets caught "Sending" for minutes) or watch a simple youtube video without it buffering like crazy. I'm still able to somewhat use Messenger for sending texts (or a lot of the time, my messages don't send right way, but my friends' messages to me are updating in real time). I also notice if I'm at 4 bars of service (which is truly rare), these hangups still occur.

Example: I drive around the city a lot for work and navigate using Google Maps. For the most part, I could use Google Maps with no issues. Once in a while, I just get no service and have to drive blocks to get a signal again. I bring this up only because my partner also has AT&T on his phone, and during the times my phone poops out, he's usually at full bars and is able to navigate us to our next destination. Talk about annoying! 

Another example: My brother lives in Uptown which is a fairly populated neighborhood of Chicago. He has a Galaxy S4 and is on the same AT&T family plan as I am. I can't get any service in his apartment whatsoever (Well, 95% of the time) and he's able to use his no problem all the time.. It just doesn't make sense to me.

Download Example: I have data to spare, so I went to download a 50MB app from the Google Play Store and it was downloading at a turtle's pace.. talking aboug 150 kilobytes a second on average. That's with 2 bars of 4G LTE.

I just got this phone a few months ago and noticed this issue but never did anything to solve it yet. I'm wondering if this issue is common and if an AT&T person from the store could run some diagnostics tests to determine if my phone is not fully functional in terms of connectivity.. It's just unfortunate to pay for 15 gigs of data a month and I can't even use it if I wanted to.. (Believe me.. I want to!)

Any suggestions? I already tried different APN settings but the results are always the same.