I am posting in the Vodafone forum simply because I have an HG659 which I upgraded today to see if it fixed my problem.
I am running Windows 10 on an HP Probook 470G1.
I think my issue appeared after going to Windows 10.

After a reboot, the Internet Access icon (bottom right) is OK for wired (and for wireless) internet access. I am using wireless to post this (which I rarely do).
After a while (say 1 minute) a red circle with a white 'x' appears.
Sometimes it says 'Identifying' or not connected.
Troubleshooting on the icon reports no problems.

However, internet access if fine.

I saw this post and tried it to no avail:
  Upgraded yesterday and also had  internet disconnected message though in fact it was connected and running fine.
  Got rid of this message by changing:
  Under Internet_ethernet setting
  I changed IP protocol version from Ipv4 + Ipv6 to Ipv4

Logging on as Admin to the HG659 it says 'Internet is unavailable'.

There are no errors in Device Manager.

As far as I know everything is up to date with HP Drivers (because HP Support Assistant says there are no updates).