Both of them are partly right. U.FL is Hirose’s name. IPEX makes a family called MHF, and the original MHF (sometimes MHF1 or MHF I) mates with U.FL, so those pigtails are interchangeable. MHF4 is a smaller connector (about the size of a W.FL) and does not mate with U.FL at all, which is what Aisha hit. Newer LTE modules use MHF4 a lot to save space, sometimes only on the main antenna.
So check the mechanical drawing of the modem, not the word « IPEX ». Height around 2.5 mm is MHF1/U.FL, around 1.2 mm is MHF4.
Two other things. These connectors are rated for only about 30 mating cycles, so don’t plug and unplug them for every test. And keep pigtails short: the thin 1.13 mm cable loses a fair bit at LTE frequencies, a 30 cm pigtail where 10 cm would do costs you signal.