Did you??
1. Remove the UniFi PPP login and password in ZTE DSL WAN page?
2. Create a new Internet VLAN - ID: 500, connection type: bridge, xDSL transfer mode: PTM, 802.1p: 0
3. Bind the Internet VLAN to a LAN port e.g. LAN-1
4. Connect LAN-1 to Tenda WAN port
5. Configure PPPoE in Tenda
6. Turn off ZTE wifi

Share the result here

Received ZTE H267A today. What I did after the installer completed the installation.

At Internet > WAN > DSL tab > DSL Connection
1. Create new item (Internet bridge VLAN)
- Connection name: BR_VLAN_500
- DSL Transfer mode: PTM
- VLAN: On
- VLAN ID: 500
- Apply

2. PPPoE set to Off

3. Click VLAN Trunk tab
- LAN1 set to On
- Supported VLAN number: 1
- VLAN ID1: 500
- PVID: N/A
- Apply

4. Once done connect own router WAN port to ZTE LAN1. HyppTV connect to ZTE default LAN4

Optional>>
5. If you want to pass the HyppTV to own router then
- At DSL connection > BR_VLAN_600 set to On (default is On)

6. At VLAN Trunk
- LAN1 set to On
- Supported VLAN number: 2
- VLAN ID1: 500
- VLAN ID2: 600
- PVID: N/A
- Apply

2 minor observations. I will try to fix it when have time.
1. ZTE system time not sync with time server. Suspect it can't pick-up internet traffic
2. Internet LED is off. Should be related to above

If you have done the my steps in second dialog box then the problem should be from Xiaomi settings.  Xiaomi Pro has UniFi profile? I am on copper wire too. 

Check this link: https://forum.lowyat.net/topic/4262597/all It says native Xiaomi Pro doesn't support VLAN tagging then you can forget about using it for UniFi except as wifi Access Point.