Can I connect any Windows Phone with an ethernet adapter?
(The questions has been asked a few years ago, but I am wondering if there are any updates in the meantime...)
Any Windows phone that supports USB host mode (which will be anything that supports Continuum for sure, and possibly others) will be able to use USB Ethernet adaptors... if the drivers are available. That's a big if. Devices that work "out of the box" using Microsoft-supplied drivers on desktop Windows are the most likely to work on phones.