PDP context
Updated
A PDP context is a data session of a device on a 2G or 3G network: it binds the device to an APN, gives it an IP address and sets its quality of service. It is defined in 3GPP TS 23.060; on 4G the equivalent is a PDN connection, and on 5G a PDU session.
In practice
The AT command AT+CGDCONT defines PDP contexts in the modem, including the APN, and it is still the usual way to set the APN of 4G and LTE-M modules.