"this security appliance is not connected to the Cisco Meraki cloud", Make sure you can send outgoing traffice to TCP port 7734 through your firewall.
We have tried factory reset 3 times, but the problems is still there.
if replace the MX with MR AP, it could work.
Do you have any firewall in the way that might be blocking the communication? Please provide more details.
no firewall in the way, sure.
Are you sure you have claimed the MX, and it is in a Meraki dashboard network?
yes, just show offline.
Is the device in your inventory, is it licensed and have you allowed all of the required ports from your upstream firewall / router. It should be an easy issue to resolve. If you have done all of this I would contact support
We have opened a case to Meraki support, long story short, finally we will go through RMA.