I'm late to the party... Everything seems to work in my FE3, but not the SD2IEC functions. I thought perhaps I needed firmware on the SD card, but SkyDiverGirl's github has about twenty different firmwares for the SD card function (including, for example, "PetSD" firmware FSR.) So, I'm wondering which is the "right" firmware to put on the SD, if I haven't already fubar'ed it by feeding it the wrong firmware.
So ultimately pressing F3 on the Final Expansion menu does nothing, but everything else seems OK.