Your phone is compatible, although it can only receive 1 of the 3 LTE bands that TMO uses (band 4).
Proxy should be left blank. You should use fast for LTE, otherwise you epic. If you can create multiple APN profiles, you can switch between the two and compare results.
APN: epc.tmobile.com or fast.t-mobile.com (for LTE devices)
Proxy: <Not set>
Port: <Not set>
Username: <Not set>
Password: <Not set>
Server: <Not set>
MMS proxy: <Not set>
MMS port: <Not set>
MMS protocol: WAP 2.0
Authentication type:<Not set>
APN type: <Not Set> OR Internet+MMS (depending on software version)
It should work properly once you have the setup the way e2k posted, especially the correct Internet APN and MMS address.
There were multiple versions of the Lumia 925, including one version that was T-Mobile branded. The "branding" means that the T-Mobile logo is literally printed on the device. Also, it came in a T-Mobile box with a T-Mobile SIM card, and has T-Mobile software pre-installed in it.
Lumia 900 was never designed to be fully compatible with T-Mobile's network, but you ought to get reasonable connectivity from it once you have the Internet and MMS settings configured properly.