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How to enable wake on lan (WOL) and have the Ethernet link LED active after shutting down Windows.

Uncheck “Turn on fast startup”.

https://pcsupport.lenovo.com/gb/en/products/desktops-and-all-in-ones/thinkcentre-m-series-desktops/thinkcentre-m93p/10a9/solutions/ht508082-how-to-enable-wake-on-lan-thinkcentre-m-series-and-thinkstation-p-series