From your pics, the cable currently plugged in is a RJ12 line cord.
NBN NCD (Network Connection Device) needs a RJ45 to RJ45 data cord to go from the NCD to your modem WAN port.
Your modem needs to have a WAN port (some modems on LAN port1 (Yellow port 1) but generally is a Blue or RED port.
It may pay to check if your modem has a WAN port/ WAN capable port.
The cable between the NBN box and the wifi router is wrong.
You have to use the cable with the larger plug (RJ45) between the two boxes. You used the proper sockets on each box.
Also, this router may not be suitable for NBN.
Try using the proper cable but if still not working, use the supplied router with your bundle. It should just work.