Q: Time Capsule not picking up address from DHCP and Cable modem...

if none of these devices are connected to each other via Ethernet, they seem to have configured themselves, and all is well.

That would be because you did not have the device(s) connected using Ethernet before you configured them. Since the setup utility saw a wireless connection, it assumed that this was the way that you wanted to connect devices on your network permanently.....so it set things up that way.

If you had an Ethernet connection established before you ran the setup, then the utility would have detected that connection and set up the AirPort to "extend using Ethernet", not extend using wireless.

(it's not running as smoothly as Apple instructions on Roaming setup suggest)..

Hopefully, you are not referring to this document......Wi-Fi base stations: Extending the range of your wireless network by adding additional Wi-Fi base stations - Apple Suppo….....since the "how to" information in this article is at least 4 years out of date, bears little resemblance to the current version of AirPort Utility, and some of the information is just wrong.  Trash that document if this is what you have.....it will probably do more harm than good as far as setup details.  The article is OK for basic general information, though.

6. Pretty sure Time Capsule is setup to also be DHCP and NAT

It should not be if your modem is a "modem/router" or "gateway" type of device that is is also providing DHCP and NAT services. The fact that you turned off the wireless on the device confirms that it is both a modem AND a router. That being the case, then you have two devices that are both fighting with each other to try to control the same network.....AND...you also have a network error called Double NAT....something that you do not want.

Probably best to start all over and provide us with the make and model number of your "modem", so we can confirm what it is that you have, then set up the Time Capsule correctly to work with this device. Once the Time Capsule is set up correctly, it will be an easy task to set up the other AirPorts.

Strange things can always happen. As I said, we'll need to start over from the "modem" and make sure that the Time Capsule is set up correctly for the type of modem that you have.

According to the Technicolor Setup Manual.....http://setuprouter.com/router/technicolor/tc8717t/login.htm.......a TC8717T is a router.   It might have a modem on board as well.

And, you mentioned previously that the Time Capsule was set up as a router to do DHCP and NAT.

So, you would want to set up the Time Capsule in Bridge Mode..... (Apple calls this Off(Bridge Mode).....to avoid having a situation where you have two routers on the same network both competing against each other for control of the network. This will also produce a network error known as Double NAT,  something that you do not want, since it can cause some unpredictable and strange things to occur on the network. You may have seen this already.

So, my advice would be to reset the Time Capsule back to default settings and set it up again. Apple's configuration "wizard" should pick up the fact that you have another router "upstream" on your network and automatically configure the Time Capsule in Bridge Mode for you. You can use the same wireless network name and password that you used before......so the AirPort Express devices should work when you power them back up.

Here, I am taking the information that you have provided at face value, and assume that you have not made any major configuration changes to the Technicolor modem/router.  Please confirm on that.

1. Turns out that I had set the Cable Modem (Router) to Bridge Mode... so, the reason the Time Capsule was not getting an address in the DHCP range was because it was not getting an address from the Router (it was in Bridge Mode)... ; (the interface into the "technicolor" does not provide the best visuals)....The Time Capsule was getting its address from the ISP directly

I think you can see why we were confused on this issue, since the information in your post indicated that the cable device was functioning as a modem/router.....and not as a simple modem.  Huge difference.

2. When using Apple Expresses (or other devices) to support a roaming network (with the wireless devices connected via ethernet), during configuration each one MUST NOT be set to "extend" the existing network (using the same ssid, password, etc.), but instead need to be set to "create a new" network using the same ssid, password, (and don't forget about putting each "extender" into bridge mode,) ..... (Very subtle, but extremely important point that I did not see in any of the documentation I scoured through)... You are in effect making new networks that happen to have the same ssid, password, all getting their address via dhcp, but being bridges).....

All of this is correct, but other than knowing what is going on in the background, you don't need to do anything active to have all of the correct settings applied automatically......assuming that you are using Apple's setup "wizard".  With the "wizard", all that you need to do is assign a device name that you want to use, and click Next. The "wizard" takes care of everything else needed to set up a roaming network......automatically.