In case it helps: there is slightly newer firmware BG95M3LAR02A03_01.014.01.014 available (see BG95-M3 latest firmware version) which supports +QCFGEXT: “usbnet”[,“ecm,modem,rmnet”].
Please note that the QMI implementation on a Qualcomm MDM9205-based device like the BG95M3 typically only provides a rather limited WDS functionality which does not include WDSStartNetworkInterface.
Regards,
Reinhard