Ah, i found out why the orange LED of the WAN port didn't blink, because the connected cable modem on that port is only 100mbit capable. After plugging in my desktop pc, which is 1gibt capable, the orange LED began to flash.
Are all of your connected devices 1gbit capable?
Are only the orange LEDs are flashing on the connected ports or is the green led also flashing or always on at your R1 on the other ports than the WAN port?
Maybe i don't get something or so, but why are the orange LEDs are only working on 1gbit connections, the green LEDs on 10mbit connections and none of the LEDs on 100mbit connections?
I have a lot of stuff connected to the gpios of the board, so i'll give it a shot and disconnect all the stuff and test it with nothing else connected but the ethernet cables.
[EDIT]
Disconnected everything besides ethernet cable to test and nothing has changed
[EDIT 2]
Even if i force a 1000Base-T ethernet card to establish the connection in 100Base-T mode, through mii-tools, all LEDs on that port are off