It also worked on same phone using T-Mobile's LTE network.
Thanks for that Broquera,
I have just found from another App ("ipv6 and more") that sending icmp6 is supported in Android 4.4 but not in 4.2.2, so that's my problem and why it works with Lollipop I guess.
Maybe the he.net app could check the os version and/or the error message?
I am new here but assume this is the right forum to report problems with this App?