Vodafone Portugal absolutely does MITM your internet connection. I've seen it myself.
I was in Portugal last summer, and my family had a Vodafone 3G wifi hotspot. I noticed that on every single non-https webpage, Vodafone was inserting a banner with a huge load of JS, as part of their "Vodafone Secure Net" "feature"(https://securenet.vodafone.com/). They inserted their own code on every request to make sure that they could display a banner telling you whether or not a website was "trustworthy".
I managed to figure out the complicated steps to do on their systems to turn this "feature" off, but between that and some other bad experiences I've had with them I still don't trust them in the least.