My hub has never worked since I plugged it in. It only ever shows a blue light. I was never able to go through any setup either. I have done a network reset multiple times. Every time it flashes green-blue-green-blue-green-red-blue. And stays blue.
In addition to entering a warranty claim, you can try to reach the hub’s diagnostic interface, which might have loaded even if the hub platform did not (blue light usually means hub booted but was unable to load the process that runs the platform).
Are the Ethernet port connectivity lights on the hub lit/blinking? Does the hub appear to have gotten an IP address if you check your router’s list of connected devices?
The diagnostic interface is reached by browsing to http://:8081