Apple Thunderbolt Ethernet LINK DOWN

[NiKiZe]

Which confirms that it is the Apple Firmware that is most likely broken in regards to the NII implementation...

try building ipxe (snponly.efi) with DEBUG=nii,snp,snponly and see what you get...
also enter shell and do:
ifstat
dhcp
ifstat

we expect dhcp to fail as before, but the output of second ifstat compared to the first ifstat might be interesting.