It is not possible to set a higher mtu value of 1504 on the sfp1 port in combination with a S+RJ10 and a CCR1036 8G 2S+
Two CCR directly connected with a ethernet cable (3 meter) on a SFP1 port with module S+RJ10 can not go higher than 1504 mtu value
MTU Values greater than 1504 dont work
It seems that you have discovered a bug, the bug does not allow you to set MTU higher than 1504. We will try to fix this as soon as possible.
Sadly for now there is no workaround for this issue.