I have the same issue with the same u-blox R410 modem & firmware, but on the Arduino MKR NB 1500.
Modem works mostly OK (also locks up sometimes when trying to create an outbound TCP socket to Hologram). See my earlier posts. ^^^
There is also this post to check:
Activating any SMS command on this modem on the Arduino (also done via AT commands, as you have) seems to quickly hang the modem, and a full power cycle is required to set things right. Adding the Idiot’s Kludge (delays) at various points in the program seemed to help, but only sometimes / sporadically.
My Grand Conspiracy Speculation: I cannot help but wonder if this issue is partly to blame for the delay in the Arduino’s 1500’s release from the North American Arduino Store, and why there is still no community support for this board on the Arduino community forum. The Arduino MKR NB 1500 has been announced as “coming soon” since May of last year.