I have learned that when you put the VM router into modem mode you must power off the router and restart other wise you will not get an IP address. That took me 3 hours to work out after I exhausted every configuration in opnSense to get a WAN IP.
Spent most of the rest of Saturday trying to get opnSense to allow my network to reach the internet but everything I tried failed. My networked computers were getting local IP addresses, but I could not ping outside my network, The only thing I could access was the opnSense GUI which was able to retrieve updates from the internet. I think it was the firewall blocking all the DNS and IP traffic, but I am not educated enough to know what to do to resolve this.
Next, I turned to OpenWRT and that flat out refused the connection to let any of my computers from accessing the GUI, so I could not set anything up. So that went in the bin as well.
So, running out of options I thought I would try pfSense. I downloaded the ISO onto Ventoy and tried to install, but it failed with an installation error message ¾ of the way in. The ISO must have been corrupted. I did get an error message in windows when I tried to decompress the file with the built-in Windows extractor, but 7z extracted the file with no errors after a second try.
Last option was the pfSense USB installer image. I burned it onto a USB drive with Win32DiscImage and img file was written with no errors. Booted from the USB drive and pfSense installed successfully. I had to manually set up the WAN and LAN connections as pfSense did not pick them up automatically. To my surprise everything is now working!
I did not think it was going to be this hard to set up, but I am glad I did. I hope setting up the fail over connection configuration will go a bit smother.