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What manual are you using? CREG, CGREG, and CEREG are all in the AT commands manual for the SARA R4: https://www.u-blox.com/sites/default/files/SARA-R4_ATCommands_%28UBX-17003787%29.pdf
CREG = Network (circuit-switching) registration status
CGREG = GPRS (packet-switching/General Packet Radio Service) network registration status
CEREG = EPS (Evolved Packet System) network registration status
This page has some nice diagrams explaining the “levels” of the network architecture: https://www.3gpp.org/technologies/keywords-acronyms/100-the-evolved-packet-core, but I’d guess you understand it better than I do.
I had thought that if you had any connection with the network at all, it would be visible in CREG. Rather, I’d thought of CREG as “any connection at all” not specifically circuit switching connection. Now that I’m looking harder, I think it might be possible to have the EPS connection without a CS connection since EPS doesn’t have any circuit switching. That would explain the issue with seeing nothing in CREG and but getting connection quickly with CEREG. The R410M doesn’t support GPRS, so I believe CGREG should always return unregistered for it. The R412 does have GPRS fallback, so at the request of a TinyGSM user I changed the code from checking CEREG to CREG. I’ve since changed it back, though, so if you have the latest version you should see CEREG being queried.