Do I have to fill all SIM card slots with SIM cards?

No. The modem can also only be operated with the WAN connection (with the M4 Mini) or LAN connection with the Q7 / Q8 / R8 / Q9, i.e. completely without SIM cards. It is also possible to use WiFi with the Q7 / Q8 / R8 / Q9.
Another option is to use just one or two SIM cards. Which slot is chosen has no meaning. The advantage can be that a network operator is so bad in the area that the entire connection suffers. Then it is better to use a SIM card from one operator less.