Wireless – MT7610u failed to load for Kali Linux (Kernel 4.19)

I've installed Kali Linux next to Windows 10 on my system. Everything is fine except that the following errors appear in dmesg each time you start.

mt76x0 1-1.3: 1.0: firmware: mediatek / mt7610u.bin failed to load (-2)

mt76x0 1-1.3: 1.0: Direct firmware load for mediatek / mt7610u.bin failed with -2 error

My device is listed among others when I enter lsusb.

I managed to make it work, but I have to start on Windows 10 and restart my PC.
However, my internet connection is extremely slow and if my PC is idle or turned off, I have to restart Windows and then restart it again.

Any help is greatly appreciated.