I nearly have the same problem. I use five of the MAX31865-Boards with 2-Wire Termocouples on an Arduino Nano. Two of the five boards are working perfectly. The other 3 boards show exactly the same wrong behaviour you described. My temperature readings are exactly like yours (-242.02).
But I think I found the reason for the not working ones: The two working boards I bought on Amazon. The other three not working boards I bought on AliExpress. Maybe I (and maybe you too) got really bad fakes from China and they are simply dead :(
(BTW: If I remove one working board from the SPI bus and read out the temperature with the arduino, I get also the value of -242.02. This value seems to be an error value in the Adafruit MAX31865 library)
EDIT: Fixed it with a workaround!Like shown in the picture below, simply remove the wrong component (SMD Capacitor) and create a solder bridge . See comments for more informations!
Here is a picture of my modification of one chinese board as requested by the comments:
(It's not the best solution, but it works. For final using you should get the right filter ferrite and solder it on the board!)