The error occurs when you Connect VPN Connection? There are many search results about error 628 online.... Are you sure you are using correct username and password? WAN IP on router page is a public...

Upgrade the latest firmware.

It doesn't matter you use WR740N or not. What you need is a 3G/4G router which is compatible with either E355 or MF825A to share internet.

When it is 1500, some packets cannot be passed which cause the previous problem. After we reduce the value, they can pass through now. But we should not change it lower than 1400 because it may cause...

Login web interface of WR1043ND. Go to Wireless---Wireless Settings and Channel should be in 1~11 range, better to be 6. If it is 13 or something else, change it. Now test if it helps.

Have you done any special settings for wireless connection? Provide a topology here.