Onboard Wi-Fi is pretty limited due to crappy hardware: http://linux-sunxi.org/Banana_Pi_M3#Wi-Fi
External Wi-Fi is not working due to crappy software: https://github.com/BPI-SINOVOIP/BPI-M3-bsp/blob/master/linux-sunxi/arch/arm/configs/sun8iw6p1smp_bpi_defconfig#L1543-L1552
The vendor 'forgot' to compile drivers for the most common external Wi-Fi dongles and also lacks the skills to provide linux kernel headers to enable you building ANY device driver on your own. So you can't compensate from broken onboard Wi-Fi without downloading their whole BSP from Github and compiling an own kernel.
Happy suffering with this great device and this superiour vendor support! 