“During setup, the status light will flash orange while the Sonos product is establishing a connection.”
 https://support.sonos.com/en-us/article/sonos-led-lights?language=en_US

Have you tried temporarily using an Ethernet cable whilst setting it up?

Yes I have tried a Ethernet cable also 

The Sonos speakers 3 of them after factory reset blinks Amber but never turns green for setup mode 

To me, that suggests the factory reset (which it’s not recommended to do except under certain circumstances) was not properly carried out. Try the reset process for a slightly longer button press? 

Same problem here.  My Play 3 will not reset.  I hold down the Play Button, insert plug and it starts flashing white / amber and never turn green.   So I just unplug it and plug it back in and it starts flashing white.  My system see it, the app sees it to “add To system” but it wont connect.  It wont play the chime .  I dont know what to do.  Is there a way to force a hard reset?

I would suggest a call Sonos Support directly to discuss it.

When you speak directly to the phone folks, they have tools at their disposal that will allow them to give you advice specific to your Sonos system and network.

Same issue as Tommy Vieth above...Play 3 will not reset. No green light after following protocols...tried everything. Any resolution to this....I see others had same issue

Probably the best thing you could do is call Sonos Support directly to discuss it. Which I think I said above.