Can anyone confirm if they have got this working on the 2860.

Have plugged it in but it's not recognised, admittedly it's not in the supported modem list

The e5573 is a 4G wifi router type device rather than a modem, which is what the 2860's interface is typically designed for, it would need firmware support added to be able to connect over USB as there isn't a common standard for routers to connect to these modems (because they're not Windows PCs).
I recommend using the Wireless WAN2 facility if your Vigor 2860 has WiFi (2860n etc), otherwise contact support to see if the e5573 support could be added.