This made me curious about the NGFF to mPCIe adaptor. Is this a special adapter intended for mPCIe slots with the USB3 SS pairs, or just an arbitrary one intended for mPCIe slots with the usuaul PCIe pairs connected to those pins?
Note the the EM7365 supports PCIe connections as well as USB2 and USB3, in theory at least. So a normal NGFF-adapter will likely cause problems by connecting the host USB3 pins to the modem PCIe pins
Did you try this? If the problem is what I suspect, then taping over the USB3 pins will fix it. I believe the USB2 pins should be connected. Looking at pictures of the U4019 shows 3 differential pairs leading to the mPCIe slot.
It would be really nice to be able to use USB3 with this router though. I don't understand why they made it with a mPCIe slot instead of an m.2 slot. It would have been so much more useful with m.2. I guess mPCIe modems like the MC7455 will work fine with USB3 here. But those are old and rare, and not as fast as the EM7565.