Depending on the version of the Mayfly you have, there’s a 12V power input that you can step down and use. If I remember correctly, though, @aufdenkampe once told me he’d had smoother power and less loss using a separate 12V to USB step down and powering the Mayfly via the USB port.
Unfortunately, though, with either option you would still need a LiPo to supply the modem. The Digi cellular modems require more amperage than the Mayfly can provide on its own so the only option is to power them directly off the battery by way of SJ13. If you don’t have a battery plugged into one of the Mayfly’s battery jacks, the modem wouldn’t be powered at all.