I had the same problem and solved it.
This is probably caused by a negotiation that will end up at a too high speed for the Nucleo. For example, the Nucleo F429ZI is rated 10MbS and 100MbS but it's possible that the router where it is connected negotiates a too high speed.
So what I did was to fix the speed.
While troubleshooting, I started with 10MbS and ...