Unfortunately, I suspect the ALFA Tube-U4G is not a compatible. OpenWRT has limited availability of drivers for USB modems and GL.iNet has a list of tested modems somewhere on their website.
I see that there is an updated ALFA Tube-U4G V2 model that has the Quectel EG25-G modem chipset, which is used in some GL.iNet LTE routers and is more likely to have an OpenWRT driver. Huawei HiLink host-less USB modems are also more likely to work.
I do not work for and I do not have formal association with GL.iNet