This is extremely frustrating. To be honest my Mac knowledge is minimal so I don't know if what you're seeing on that last screenshot is correct or not. This adds to the difficulty.
I was starting to think faulty hardware at this point but you've tried different kit without success so unless you're the victim of bizarre coincidence even that seems unlikely.
Your Mac is talking to the router, as it's getting a valid IP address. So, something is blocking pass-through to the 'net.
Can you connect to the router's set-up pages via
http://192.168.1.1
Perhaps there is something in the router settings that is disallowing net access.
Either that or take Moldova's advice. Connect a Windows PC and if that fails to connect call support for a check and exchange.