From what I have experienced you need to turn off Wi-Fi in the router and insert the device, as designed, and then connect a 2nd Wi-Fi router to it then all devices can connect via Wi-Fi or via the ethernet ports on the back....
modem ---> Deeper Networks -----> Wi-Fi router ------| Wi-Fi or Ethernet connection
My setup is modem --> Deeper Networks (Nano) -------| switch | ------wifi (no use of Ethernet)
| ----- multiple hard wired devices
This allows me to have everything protected BUT the caveat here is that if you want to remain hidden and not have your IP seen you need to move off the Deeper Connect round robin and chose "direct route"......
I am not a DN connect employee but user like you....plug and play...yes but not plug and protect if you are looking for stealth...I am currently penetration testing the product from various locations via a network of geek friends to actually see for myself what the device is capable of doing....information from Deeper is very lacking and that is being kind...I love the idea and I want to be a fan and life long user but the jury is still out......I have some time left before close to warranty expiration but I am going to so some serious testing and validation or I return the unit.....
Good luck !
Katmann