When I first picked up my car, I also had a problem with connectivity on my Pro Nav. I can't remember exactly what it would or wouldn't do but it was very similar to what your seeing.
I don't think it would show the RTTI colours or offer diversions when the roads were closed. Also, it wouldn't connect to the BMW Assist thing.
Took it to the dealer and they looked at it for a day with no joy. Eventually, I phoned BMW customer services. They told me to take photos of the screen which they would send onto Germany for them to look into. I don't know what they did but a few weeks later everything started working. Had a call from the person I spoke to a few days later to say Germany had reset something at their end.
Been fine ever since.
M5 Singapore Grey with Sakhir Orange interior