As most people here already said, your connection type changing to "Unselected" is a result of the server forcing your rate to 40000. it is impossible to have your connection type stay at one of the preset values (LAN/Cable, ...)
ET was made when dialups were still a thing, and they didnt account for our current high-speed connections.
So, your lag has nothing to do with your connection type in ET settings. Having the WinMTR results (like Gengis suggested) would help us understand where your lag might come from.