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All 3x3 magic square are (rotation and or reflection) symmetrical to the configuration in the picture.
Therefore,
r5c5 must be 5
2468 must be in the corners
1379 must be on the edges
By putting 5 in the center, we can get some easy digits.
Let's check row 2. Where can 3 and 7 go?
The gray cells in row 2 sum to 15, because they are part of the magic square.
Red cells (r2c1, r2c9) must sum to 6
45 - 15 (gray cells) - 10 - 14 = 6
Therefore, 3 and 7 can only go to r2c{3,4,5}.
Therefore, 3 and 7 must be in the 10 cage.
We can put more digits into the grid. And some cells are very restricted.
Let's come back to row 2 again.
Now 2 must go to box 3 (r2c{8,9}).
And we can eliminate more digits from r2c1 and r2c9.
This might be the most difficult step.
The highlighted cells (r1c8, r2c1, r2c8, r2c9) are entangled.
The highlighted 14 cell (r1c8, r2c1) must be different.
If r1c8 is 1, there's no place to put 1 in box 1.
So r1c8 must be 4.
Placing 4 in r1c8 should unwind all cells in r{2,5,8}, c{2,5,8}.
And now it's just a regular nonconsecutive Sudoku.