ConnectX-3 Pro cannot split a 40G QSFP+ port into 4x10G with a breakout cable

The poster wanted to use a QSFP+ 40G-to-4x10G breakout cable on a two-port Mellanox ConnectX-3 Pro (MT27520, firmware 2.42.5044, PSID HP_1370110017, MLNX OFED 4.6 on Debian 9.6) so each 10G leg could connect to a different switch, similar to what an Intel XL710 offers. SR-IOV virtual functions had been tried but did not provide physical port separation.

• Hardware: Mellanox ConnectX-3 Pro MT27520 (HP OEM), Intel XL710
• Transceivers: QSFP+ to 4xSFP+ breakout cable
• Form factor: QSFP+, SFP+, DAC

Symptoms / messages:

breakout legs do not come up as separate ports