@jamzm From what I understood is that a Fing box is an interface device which adds to your router and it is something related to the WiFi network.
I am no expert - -still loads to learn but then I think there is some disconnect. While the Mysensors network does work on the 2.4GHz frequency range (through the NRF24 or NRF5 radios), the network is an ISM band network and not a WiFi standard. Therefore you need to add a gateway from the door sensor to your network.
The minimum you need is a arduino board of your choice with a radio of your choice for the sensor; an arduino/esp8266 of your choice and the same radio for the gateway and a controller of your choice as well.
Had I been starting and someone asked me to choose a bunch of stuff, I would get scared. So I will tell you what I use.. its just one of the implementations.
For the sensors I use arduino pro mini 3.3v with NRF24L01 and I am experimenting with NRF51822 (stay away from these)
For the gateway, I use an arduino uno with NRF24l01 with an ethernet shield running MQTT gateway
For the controller I use Home Assistant.
Now for the sensor itself - if you want to DIY the same, then I would do it this way (again different people would have different methods)
Use arduino pro-mini with NRF24l01 and a reed-switch. 3D print the case for it and use it.
I hope I was able to help in some manner.