I used to set data connection in Android to 3G mode only in network settings, network mode. In Windows Phone 8.1, there is Cellular+ SIM, Highest Connection Speed, where I selected 3G but it still connects through Edge displaying E, probably because of poor 3G coverage. However, I don't want it to play cute and switch connection to 2G. Is there a way to set network mode solely to 3G in Windows Phone 8.1?
This is currently not possible, as the selecting the option 3G will only limit the maximum speed. Unfortunately you can't say "at least 3G or not at all" at the moment.
You should consider requesting this feature on http://windowsphone.uservoice.com
According to this post on xdadevelopers it is possible to achieve. You need to install a Vietnam's firmware and enter the code ##3282# in the dial screen. Note that it refer to the preview for developers program, which are used to get very stable versions of the upcoming OS update. If you want, try it by your own risk.