Its a 4G NTFS USB 2.0 thumbdrive.
I am connecting to it via 'Map Network Drive' and enter: \\dlinkrouter.local\Kingston_ROUTER_0056
Before setting up the router I downloaded the latest firmware and a reset was done (as well as remove power) but I dont think I did a "Factory" Reset. I suppose I can try this. The problem is intermittent so may be hard to tell if this works or not right away.
Searching internet, some solution suggest making registry changes for IRPStackSize (mostly on XP systems) but that obviously doesn't apply here for the router.