If it is the Sonoff ZDongle-P (and not the Sonoff ZDongle-E) then suggest flash it with firmware image from Koenkk:
You can find several links on how to flash it and more tips for it in this other thread about the Sonoff ZDongle-P:
Another tip is to temporarly remove the antenna while probing it the initial time, or at least move it far away from that SSD drive, as there might be issues if the radio is getting interference during initialization, so a trick is to remove the antenna during first setup and then put the antenna back after the Zigbee network is created.