On the Settings screen, tap Personal Hotspot. Make sure you've enabled Cellular ... as the hotspot is signed in to iCloud ...
Turn it on by opening Settings and tapping Cellular. Next, select Set Up Personal Hotspot and follow the on-screen ...
This means I often have to use a personal hotspot or a slow ... it took me to the wrong settings page on the Mac. The correct page can be found at System Settings > General > Login Items ...