Hi. Same trouble with the Arduino Shield I just receive.
I 've uploaded succesfully example “Button” (tested with ExpressionPedalToCC too) on the arduino Uno. Then when I connect it to the mod duo, arduino is well powered by mod duo but on mod-ui I’ve got “no control chain device connected” at the bottom right.
I tested two differents rj45 câbles which works great with my computers.