CME ERROR 3 means that the operation you are performing is not allowed.
Perhaps there is something in common on the sites that you are receiving this error?
You could try resetting the AT command settings to the factory defaults by running AT&F, and checking if CME ERROR 3 still appears.
I haven’t seen this issue before, so it’s hard to say. Perhaps you could try this device on a different PC to check if perhaps the modem manager handling is at fault here?