Hi all,
maybe this is silly but I hope somebody may find it useful.
I was having exactly the same problem, tried different cables, teo MKR1000s and all sort of software tinkering.
The problem was that I didnt remove the board from the black foam it is shipped with. Apparently the foam is conductive and creates all sort of erratic behavior, such as blinking LEDs and appearing/disappearing from Windows.
I hope this helps!
G.