Check that the Network Mode setting is set to either 4G or LTE (not sure how it is listed in your phone).
Go to Settings > Wireless and Networks > more > Mobile Networks > Network Mode.
If you are connected to the Vodafone UK network, LTE (4G) may not be available in your area yet.
Here is a link to check the availability of the Vodafone UK 4G network for your location.
The Vodafone Smart Ultra 6 (Model VF-995N) already has 800 MHz (LTE / 4G) support as far as the specs that I have found state, so it should be available automatically. You shouldn't have to turn it on to receive / send the carrier signal, except as I said by selecting it as the network mode.
You mention that yours is made by ZTE. What model is it if is not the one above? If you can find the ZTE model number on the phone check its specs on the ZTE website to ensure that it even supports 800MHz. If it doesn't then there is no option to make it does so. Altering it to do so would require replacing most of the circuitry involved with the cellular communications signalling section of the phone,(filters, antenna, oscillators - probably all in one IC nowadays plus ensuring the board configuration matches etc) and most probably the firmware as well.
If it is the VF-995N then is the phone unlocked or does the carrier that you are with have LTE (4G) available?
Have you tried another network compatible, known 4G working SIM card in the phone to ensure that the problem is not the SIM card, not automatically providing the correct APN information to the phone?