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To solve the Lumin Network Error the simplest solution is to connect it to a switch or a port in your WiFi router.
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Your proposed connection requires ROCK to support Ethernet bridging (instead of DHCP server). If I understand correctly, this feature is not supported at this moment, hence the feature request above. See Bridged ethernet connection
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If you have to use a bridged connection, consider installing Windows or a Linux distribution (instead of ROCK) instead, e.g. Bridged Ethernet Any Pro's or all Cons?