The short version: if the recovery IP on a UDM-SE does not respond, remove any SFP+ module and try again.
To boot the device into recovery mode, hold the reset button with a paperclip
while you power it on. The device then binds the recovery IP, 192.168.1.30,
to the first interface it sees as “up”.
Here is the trap. An installed SFP+ module will probably report “up” before
any of the RJ45 LAN ports do. The recovery IP binds to the SFP+ interface,
and you sit there wondering why you cannot ping 192.168.1.30 from a LAN
port. Remove the SFP+ module, power the device back into recovery mode, and
the LAN ports work.