Mini M1 ethernet problem

I am attempting to link my Mac Pro (mid 2010) (Mojave) to my new Mac Mini M1 (Big Sur) using the ethernet ports, so I can transfer large files easily and quickly between the two.

I am connecting to Ethernet port 1 on the MacPro directly into the ethernet port on the Mini

I have turned off WiFi on the Mini as I want to be certain that any connection between the 2 machines is along the ethernet path.

When I view Network in Sys Prefs on either machine the Ethernet port is showing as "Not Connected".

I have tried 3 different cables but none seem to show a connection.

I have checked "Sharing" prefs too and they are all set up to share files.

If I turn the WiFi back on I can get a connection.

Any thoughts ?