I managed to get connected to the Internet! Ubiquiti support sent me instructions on how to put the UDM into recovery mode and upload the latest firmware. So I not pass the speedtest and firmware check. Woo hoo! But crash again at Setting up Network. I get an error saying "Cannot read property 'device' of undefined" which isn't very helpful. Seems to be a common issue so off to find out how to get past this stumbling block.