I don't believe I've seen this behavior before. If you're running Windows, can you locate the NEO in Device Manager > Human Interface Devices, and right-click on the entry titled "HID-compliant device" and select "Properties." Under the "Details" tab, change "Device description" to "Hardware Ids." You should see something like this:
HID\VID_1050&PID_0116&REV_0331&MI_01
REV_0331 being firmware 3.3.1 in my example above.
As the firmware version in NEO Manager has been explained to me, that is pertaining to the smartcard portion, not the general device firmware version.
My thoughts regarding "Unknown Firmware" are:
1) You may need to run the tool as Administrator, if you're running Windows
2) If you installed the Personalization Tool previously, you may have an older version. Versions before 3.1.17 (I believe) did not recognize U2F-capable devices. The release history (and release notes) for the Personalization Tool can be found here:
https://developers.yubico.com/yubikey-p ... /Releases/If you have any more questions/concerns, feel free to respond here. If you require immediate assistance, as always, you can open a ticket at yubi.co/support.