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Do you experience the same behaviour if you turn off mobile data > Turn off Wi-Fi and then turn the WI-Fi on again?
I can't say for sure, but Xperia Z3 uses a newer version for MHL (MHL 3.0) which Xperia Z1 does not use. Is it possible for you to try another cable?
I suggest that you visit nearest service center to have your phone examined by a technician. You can contact your local support team for further information about nearest service center and/or how to proceed with this in the best possible way:
http://support.sonymobile.com/global-en/contactUs/
Hello,
I have the same problem.
Has anyone found a solution in the meanwhile?