Hi there,
So , Did you try the App they have in the Add you listed…?(red Arrows)
You don’t mention it if so? partly why I think maybe slow it down and interpret the results and next steps to take.
Do you have a SIM card ? and please answer the questions or your not going to get very far.
Don’t do the USB thing , for one Your not using that way , as Per your goal Statement
Use the TX and RX with a serial to usb device (emulates what you do with a Xiao connected later ) Establish a connection with it and the PC and get the “OK” response from the “AT” command. (pass/Fail) means that does it work or not? no point in going further or hypothesizing stuff. The Serial port is what you need ,So start with that first Use the first one, as the other side is a mirror, the third is “LOGGING port” it’s spitting logs for Diagnostics etc. don’t use that one, it’s output ONLY.
If you read the pins and look at the data sheet and schematics, It is easy to make conclusions about how you connect and how a Xiao would connect , not interfaces are at play, ie. I2C , SPI, etc. just a serial port uart , So Port, Baud Rate, DataBIts, StopBits are required when setting up the Xiao Serial interface. NO MACRO’s so you have to spell it out in the Begin statement 
There’s more, Get that going and report back…
HTH
GL 
PJ 
PS. I could just do it for you; I will tell you it works" but this and I are more a “teach a man to fish” camp than a live Chat GPT service. 