Oops, yes, sorry, the modem would have power without the battery, just not enough. The naked u-blox SARA R410 cellular chip uses just barely under half an amp at peak. (Assuming you’re using the LTE model.) Add the Digi processor and it’s too much. I’ve never had any luck getting it to connect without a battery. It browns out and stops responding. Often it needs to be completely powered off (or yanked from the board) before it will be happy again.
I think @acgold might have gotten the Sodaq SARA R410 uBee working with the Mayfly without the solder jumper: https://github.com/EnviroDIY/ModularSensors/issues/228