I too have a mr3040... I sometime got problems when I'm not patient enough!!! Perhaps you could try again the upgrade procedure like explained here. Be careful to put only the Custom OpenWrt file first. Then when you're done with the procedure, copy the install piratebox folder. And wait for a good 20 minutes, depending of your usb stick. When you see no more activity, that the lights are all on and that you can see the PirateBox wifi appearing on a smartphone for example, then you're good to go.
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