Now I'm confused as I thought the WAN port was only for when you are not using the modem in the Zyxel device.
I'm pretty sure the picture in the instructions is correct.
I dug out my VMG8924 yesterday and configured it in bridge mode temporarily.
The Blue port is for when you are using the 8324 or 8924 as a router with an external modem and shouldn't be used when used as a bridge modem.
On my connection, I just set it up as per the Kitz link and have it set up under the default group in the home networking settings with the LAN IP address set as 192.168.1.1
I don't have a Bridge group set up (mine operates off the default group with an IP address setting of 192.168.1.1, so apologies to j0hn and majnu if I created any confusion with my previous responses. I had completely missed that the 192.168.2.1 local IP address was for the bridge setting.
I attach some screenshots of my settings in case it helps (but recognise that the likes of j0hn have far greater knowledge than me in this area.