Problem Definition:
When trying to bridge internal (Built-in) wireless with another interface for example X0, option for Layer 2 bridge as shown in picture below is not listed. This is due to the face that internal wireless Radio Role acting as "Wireless Client bridge" mode instead of "Access point" mode.

Resolution:
In order to bridge Built-in wireless with any other interface, change internal Wireless Radio Mode role from "Wireless Client bridge" mode to "Access point" mode.
Please follow the below steps:
Step 1: Log in to Sonicwall management  interface and go to Wireless | Settings. You will see Wireless Radio Mode as below.
Step 2: From the drop down list menu under "Wireless Radio Mode" select Access point instead of Wireless client bridge mode next to Radio Role, as shown below:
Step 3: Read and accept then Warning message which will pops up, and click on the "OK" button.
Step 4: Selecting this option will requires Restart of SonicWall Firewall as shown below:
Step 5: After making this changes you can see Layer 2 Bridge Mode option under "Interface 'W0' configuration", as shown below:
Step 6: Select "Layer 2 Bridge Mode" next to "IP Assignment" and select X0 (Parent interface to which you would like to bridge) in "Bridged to" option and click the OK button, as shown below:
Step 7: Interface W0 and X0 with Layer 2 Bridge are showing below:
