I used a RJ45 to DB9 to a DB9 to USB serial cables that work with my pFsense and Sonicwall serial consoles so I am fairly sure that the cables are correct, I even tried it with and without a null adapter to see if there was a crossover missmatch. I used the serial setting in the EdgeRouter Quick Start Guide (EdgeRouter_ER-4__QSG.pdf) so unless that was wrong I think I got it right.
Directly attaching a laptop to each of the 4 ethernet ports (Port 3 using a 1G RJ45 SFP) and pinging ff02::2 just gives me "No route to host".