Its an interesting coincidence you asked this today, as I was going to ask the same question.
I'm new to Kobo, coming over from Kindle. I got a Clara BW on Monday, and was in an area without wifi access when I tried to set it up. There was no option to setup without wifi. I was trying to use my phone hotspot, but kept having issues such that it could not complete the update before activation screen. Eventually, after several failed attempts, I got a pop-up saying something to the effect of, "continue without wifi." I clicked yes and was bale to use the device. This was before I learned that sideload mode was a thing.
Yesterday, I got a second Clara BW (to compare screen and backlight quality) and tried to bypass the activation screen again, but was unable to get that same pop-up. I'm not sure what I did to trigger it the first time, but trying to mimic what I did on the first device was unsuccessful.
I had read in an older article somewhere that you could sign out of your account on the device to enter sideload mode, so I went ahead and created a Kobo account and activated the second device. But when I sign out of the account, it just takes me back to the initial setup screen (select language, connect to wifi, etc).
I'm glad to hear you found a way to make it work, and I will see if I can duplicate your method later, though I would really like to know how I got that pop-up on the first device (which I will be keeping).
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