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Your understanding is right.
The first time you are trying to start a managed server, you need admin server in RUNNING state.
From the next time onwards you can start managed server in MSI mode.
Although, as a workaround you can probably create certain files and directories to try and start managed server in MSI mode the first time itself:
1. Ensure that the entire domain directory is present in the machine where managed server is started.
2. Create directory <DOMAIN_HOME>/Servers/<ManagedServerName>/security
3. Create boot.properties file in <DOMAIN_HOME>/Servers/<ManagedServerName>/security/boot.properties with username and password
4. Create config-msi.xml copying from the config.xml in config directory
This list is not exclusive, it might need some more additional files.
You will have to create additional files like startServer.properties etc if we use node manager to start a managed server in MSI mode.
ORACLE strongly recommends to start the managed server through admin server the first time.
Regarding starting Managed Server in MSI mode using Node Manager, again you would not be successful the first time you start a managed server. But, you should be able to the second time you start the server.
Check the below documentation:
Also check this forum for a detailed explanation on nmStart behavior
Re: Nodemanager Issue: Unable to start Managed Server using nmStart()