My phone updated and now does not have 4G. I have a S5 and it was a AT&T update.

I updated my S5. Now I don't have 4G.

Bring it into your local AT&T company store (not an associate store) and ask where the Device Support Center is. Bring the phone there and ask them if they can please reflash the update (only the update, not the whole ROM, or you'll lose all the changes you made [including apps] since the phone came out of the box).

They should be able to fix it. If not, it's a liability issue, not a warranty issue, so you'll have to call AT&T (the DSC can give you the number) to have them send you a replacement phone. (The same thing happened to one of my Note 3s. The replacement has been working fine since then.)