Just to close off this old question so other people searching could benefit…
I got this working this week. It certainly has not taken me 4 years!..just only got back to trying it this week when I had a real need for a mobile broadband internet sharing unit.
Steps: downloaded the latest version of ZeroShell. Booted off USB pen drive. And was able to get the web interface over the ethernet port on the the default IP address.
Whatever the problem was clearly got fixed by a later version.