The connection between the Pi and the Ruida is pretty dumb. It’s basic TCP and it’s all hard coded IP’s. You MUST configure the IP of your Ruida to be 10.0.3.3 as described here: LightBurn Bridge - LightBurn Software Documentation
There is no amount of configuration on the “other” side of the communications (wifi from the bridge to your LightBurn computer) such as firewalls which will affect that. If you connect a monitor to your Pi you can see a console dashboard that will tell you if the Bridge can see the Ruida.
Though it looks like you can already access the web dashboard and from that I’m seeing that the Bridge IS connected to the Ruida. So the fact that LightBurn is saying it’s not is suspect…
Please send me both the network log and relay log from that dashboard.