Hi @Evgen123, hopefully you're still monitoring this thread and forum for a resolution, because there's a good chance it's not a faulty wi-fi adapter. The wi-fi card on the 3040 is a real bugger to get running, but I just got it, so wanted to share. I imagine there's a decent number of people trying to get these Wyse 3040s up and running as travel routers, so hopefully this will be helpful for some out there.
The problem is that it looks like kmod-mwifiex-sdio and mwifiex-sdio-firmware don't actually seem to provide the sdio 8897 firmware!
After banging my head on the wall for a while, I ran dmesg | grep -iC 3 "8897", and saw a few related lines that included an error saying that sd8897_uapsta.bin couldn't be found.
From there I went on a Google hunt and found the file here: https://anduin.linuxfromscratch.org/sources/linux-firmware/mrvl/. I then had to sftp that file into OpenWRT's /lib/firmware/mrvl directory. I rebooted, and re-ran the command above to see if dmesg had any errors, and it was all clear. Then I took a look in /etc/config/wireless, and finally discovered that it had been populated correctly!
Once that was done, the rest of the setup was mostly a typical travel router. (I'm assuming anyone who has gotten this far has already solved the other quirky issue where the serial console entries in grub.cfg prevent booting.) One final notable hiccup I should mention is that the 8897 didn't seem to like being put in access point mode. That wasn't a biggie for me because I'm using a USB wi-fi dongle that's totally happy in AP mode, so I didn't fight it at all. I just set the 8897 to be the wwan, and it seems to be running along without further issue.
Hopefully you and others find this helpful!