Yea exactly at this point I'm thinking of returning it unless there is something else I haven't done to where I couldn't connect to it by hard wire.
Try manually assigning the following to your computer
192.168.2.2 as ip address
192.168.2.1 as default gateway
Then try accessing the router by default gateway
You'll be able to access your router.
Then make the necessary changes. In your case try cloning your system mac address to your router. Its harmless and worth try.
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