What do I use to seal at the WEDI board and drywall joint? Do I use this WEDI 5 .in mesh tape with the WEDI joint sealant?

At the Wedi board - drywall joint, use normal mud and tape and feather just as you would a normal drywall joint. Wedi sealant isn't paintable. Then simply paint up to the joint on the drywall.
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