Restart the laser and your PC, and try again.
You could also try installing the latest CH340 Usb to serial port driver.
If you are still having issues, follow the troubleshooting steps listed below again, since the last time you went through these steps it helped:
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Drag and drop the NEJE3Max.lbdev device profile into LightBurn, choose a COM port if needed.
If you still get the same error, close LightBurn and try installing and using the LaserGRBL software which communicates with the laser using the same method as LightBurn - if you have similar issues in LaserGRBL then it would be best to contact Neje for help.