I have no experience with BSD of any flavor, but I can tell you the following:
1. The Pi 3 and Pi 4 both have on-board Wi-Fi. A USB Wi-Fi adaptor
shouldn't be needed, though I suppose if you're having driver issues
with the USB Wi-Fi adaptor, you might be having issues with the
on-board Wi-Fi as well.
2. I own the following Ethernet Wi-Fi adaptor:
https://www.amazon.com/gp/product/B004UAKCS6/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1
And have successfully used it to connect a Desktop that only had
ethernet to a Wi-Fi only network. That said, I remember the web
interface for configuring it's connection to the network being a pain
to use. That said, the web interface, if you decide to get this one,
can be found at:
http://192.168.1.252/home.asp
Form factor wise, it's about the size of a deck of cards, smaller than
a Pi with case, but bigger than a pack of gum with one Ethernet Port
and a USB power Port(off hand, I can't remember if the plug is mini-B
or micro-B). and it has a scan button for networks that allow such
automatic connections.
3. For connecting one computer directly to another, I believe you want
a crossover cable, and in general, the rule of thumb is patch cables
for connecting different device types and crossover for connect two of
the same device if I'm remembering correctly. No idea on how to use
such a connection for SSH.
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