Unfortunately, we don’t have a step-by-step guide for the scenario you describe, but I can provide you with some guidelines.
OpenThread has a reference implementation of border router, which can be run on a Linux host under docker (OpenThread is a protocol that enables IP over 802.15.4):
The `lwm2m_client` does not support OpenThread out-of-the box, but it can be easily added, see this comment:
From: users@... [mailto:users@...] On Behalf Of Nikos Karamolegkos via lists.zephyrproject.org
Sent: Wednesday, August 5, 2020 11:32
Subject: [Zephyr-users] LWM2M client to nrf582540-DK #nrf52840 #networking