dslrdashboard.info

0.30.30 is a really old version (4 years or so) of DSLRDashboard not qDSLRDashboard.
Update to qDD. Latest version is 0.3.5.5.

Even if it is not fully supported qDD should connect to camera when connected with USB.
Maybe your device does not support USB host functionality (Android) or you don't have proper drivers installed (windows)

Such functionality is already in qDD but it might not work because Android has some restrictions.
Turn on "allow connection sharing" in qDD setting on device connected to camera then on remote device just enter IP address.
It works great on Windows but I haven't tried it on Android.

Yes it will work, ypu just need to turn on "image review after capture" in qDD settings.But there are few limitations: If you save photos in RAWs and JPEGs long JPEGs will be downloaded. If you lose connection you will have to connect qDD to camera manually and photos that were taken while...

Connecting with SnapBridge cameras is a bit tricky.
In FAQ (viewtopic.php?f=6&t=1574) you have a link to instructions.

Don't know it it works with Sony, but with Canon and Nikon it is like this: 1. If you want photos to be downloaded automatically you need to take photos only in RAW. Setting to RAW+JPEG only JPEGs will be downloaded. Set "Image review after capture" in qDD settings (on main screen). Be awa...

Locking some buttons look like camera issue. Same happens with Canon PS software and 6D.
I think that camera switches some function to remote control only.

It looks like router cannot establish USB connection with camera.
Try different usb cable, preferably the one that came with camera. I've found that some (if not most) Canon DLSRs need cables with longer mini usb plugs than standard.

HDMI also won't work with MacBook. It does not have HDMI input. You will need external video capture device.

Nikon D40 is no longer supported by Nikon in their API, which is used by qDD so qDD might not work properly with it.