The Meraki support team suggested another way to factory reset the MX. I had to power-cycle the device 6 times, but still the problem hasn't been sorted, so I am getting a new MX85 since I believe the MX84 are EoS Maybe there is a bug on the newer Meraki MX Firmware: https://www.reddit.com/r/meraki/comments/vwlzdy/reminder_mx84_management_port_is_useless/
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