Best answer by Ken_Griffiths
The issue here is that the Sonos Tech Guy may have manually sent an update to the speaker without you realising it, or more-likely configured your routers settings temporarily to get around any firewall security, for the earlier device to receive an update. Anyhow...
The setup should normallly work when directly cabled to your router, unless you have an unusual network setup perhaps? Is there a firewall on your router?
Have you thought of placing the speaker's IP address in the routers DHCP Reservation Table and perhaps temporarily placed it in the DMZ, to get any possible updates ? ... if you do not understand what I mean by that, then I would definitely leave things to Sonos Technical Support Staff. If you do understand it, then please don’t forget to shift the speaker out of the DMZ afterwards and secure your devices correctly on your network.
I hope that gives you some further ideas to try.?