Internet Only and MoCa to Ethernet Adapter

You can't do it that way. You need to have a straight cable modem or a combo gateway device like the CGM4140COM first connected directly to the Comcast feed from the wall in order to de-modulate the Comcast signal. The Firewalla is an ethernet only appliance. It needs to be connected to an ethernet LAN port on your gateway device (CGM4140COM). Since it is a router besides a firewall device, you don't need the router part of the CGM4140COM to be active. You can put the CGM4140COM in to bridge mode and then plug the Firewalla in to ethernet port number 1 on it. Now the CGM4140COM will act only as a plain vanilla cable modem and you will use the Firewalla appliance as your router. Be advised that the Firewalla does not have any WiFi capability. You can only hardwire devices to it via ethernet cables.

Return that Actiontec adapter. You don't need it.

BTW, there are alternate configurations.

Thanks for the explanation. I thought that was the case.  Any suggestion on how to solve the WIFI issue?   Thanks for the help!

@ncottier Your whole-home Internet coverage can be improved if you have 1) multiple APs (mesh) or 2) MoCA wired or 3) hybrid MoCA+Wireless AP.

Answer to your first question -> For MoCA to work, you need to have at least 1 pair of MoCA adapters; 1 to host/send and 1 to receive.   In your case you only had 1 MoCA adapter and the MoCA green LED didn't light up, then it's likely that:

1. The Technicolor CGM4140COM modem does not support MoCA or
2. It does, but it's not enabled in the software or
3. Your coaxial wiring in the house are not linked.  

In order for MoCA to work in your home, the coaxial cabling must be network in a "Home Run" method as suggested by the MoCAlliance. Refer to this link for best practices http://mocalliance.businesscatalyst.com/technology/Final_Best-Practices-for-Installation-of-MoCA_170516rev01.pdf.

Try the following 2 steps 

1.  Find the point of entry for your Comcast service and exam the coaxial wirings to the rooms.  It is usually in the garage, basement or attic.   If all the coaxial wires are routed through a coax splitter then that's a good start.  You may buy/borrow a coax test tracer and trace the signal between the 2 points in the house.
2.  Make sure the coax splitter used is MoCA compatible.  That is the frequency supported should support MoCA range from 1125 - 1525 MHz.