it is not the modems you bought, or the XR500. It is down to the fact that sky do not want you to use any other equipment other than their substandard piece of crap they send you. You need to run wireshark and determine which is your username and password for your sky broadband login. There are youtube videos on how to do this............I personally would switch from them or any other ISP that handcuffs and shackles you to use their equipment.
https://www.youtube.com/results?search_query=sky+fibre+username+and+password+wireshark