As I said, you cannot run more than one DHCP server on the internal network, LMCE needs to be the sole DHCP server. Otherwise you will have no control over which DHCP server responds to a client.... when the wrong one responds, pnp will not work, nor will MD detection/creation/booting. Whichever one responds you will likely end up with conflicting IP addresses. If the DHCP servers are on separate networks then this is not relevant.
Nobody should be using the Setup Diskless MD wizard in the admin site, this is a legacy. The correct way of setting up an MD is -> 1) turn on PXE, 2) reboot machine ... done, the core does everything else automatically.