nokia lumia 6500 : wifi tethering works , tested on a notebook
google nexus 5: the only working setup found for usb tethering: ClockWordMod Tether android app ( need install of Tether on OSX/Win/Linux from https://www.clockworkmod.com/
before launching tether: i need to connect to vpn (OpenVPN for Android app, i use airvpn.org service)
Lycamobile.ch has some of the cheapest data bundles, BUT they block tethering quite effectively. Actually it is written in the terms & conditions, but I'd bet most people won't realise this (like me).
However, it is possible to get around this annoying limitation, but it isn't that trivial.
First, there are apps which disguise that the data are used for tethering, e.g. "tether unlocker" for Android. It requires a rooted smartphone. However, if you have recently upgraded to the latest Android version, you might not be able to root your device. The app alone might unblock tethering for some providers, but not for Lycamobile.
So second, you need access to a VPN server. If you have a good NAS (network attached storage) device, e.g. a recent device from Synology, then you can set up your own VPN server at no additional costs.
Start your tether unlocker app, connect to the VPN server and initiate tethering. Please note that a VPN connection involves encryption. This will stress your smartphone, i.e. emptying the battery, and the data rate is quite slow.
I hope this information will be useful for some of you.
After read all your comments, I tried with changing TTL to 65 in Windows 10 registry and... it works fine after rebooting my computer.
I actually have got a lycamobile 5GB prepaid SIM card bought in Spain, installed in a Zyxel WAH7706 device and I can read emails, browse the web through Chrome, connect to Linux servers with SSH, ...
I can't connect with 4G but 3G works, I think it's a limitation by network relays near me.
However, I don't know how to change the TTL to other devices connected to my Zyxel hotspot, for example with my blackberry passport, I can't use web browser.
just a quick FYI and for those who can/would like to test it. I had a big issue with tethering on lycamobile ie not working, with Windows I was able to make it work using USB tethering it was not ideal but worked.
The other day I was in the car I needed a tether and it did not work initially and all the sudden it started to work. What had changed.. well I discovered that if you put the phone onto 4G then the tethering will not work BUT if you change it to 3G with H+ speed then tethering works as norm. I have now tried this serval times in different situations, locations and devises and it worked every time.
Maybe it would help others and indeed I would like to see if others have the same success as I did, please try and let us all know.