I feel what you are going through. I was in the same exact position 3 months ago when I switched to a 60gb data plan were I found out that I couldn't download monthly OS updates. I kept trying until I found something to reroute back the LTE connection to my phone. you have 2 options and both require a second device.
1 - put your sim in another phone and open a wifi hotspot (easy method)
2- if you have a laptop with you that has wifi and Bluetooth 4 (this is what I use but it is a bit complicated and works though you wont get full LTE speed)
steps:
- install tunnel bear vpn on your laptop/pc but don't start it yet
- paste the 2 lines below on notepad on your laptop and save it as network.bat on your desktop (this is to start a virtual network from your laptop, just like hotspot)
netsh wlan set hostednetwork mode=allow ssid=network key=1234567890
netsh wlan start hostednetwork
- paste the line below on notepad on your laptop and save it as networkstop.bat on your desktop (this is to stop the virtual network)
netsh wlan stop hostednetwork
- open a hotspot on your lumia 950 via Bluetooth
- connect you laptop to your Bluetooth hotspot by right clicking the Bluetooth icon in your taskbar > join personal area network
- now we need to use the vpn because we can't share internet on a Bluetooth network on windows 10, the vpn will create a virtual network that can be shared, so open tunnel bear and let it connect.
- once it is connected run network.bat as administrator
-open network and sharing center > change adapter settings (left panel). you'll notice there is a network called (Ethernet x) 'tunnelbear adapter v9' and (Local area connection* x) 'Microsoft hosted network virtual adapter'
-right click on 'tunnelbear adapter v9' > properties > sharing (tab) > (check box) allow other network users to connect through this computers internet connection > select from drop down list (local area connection* x) (where x is a number, it could also be without a number. just make sure it is the one by "Microsoft virtual ...')
- run networkstop.bat from your desktop then run again network.bat as administrator
- open wifi on your phone and you'll see a network called 'network'. connect to it using the password above "123456789" (you can change the key if you want and network name)
now your phone is using its own lte connection via wifi (rerouting it) and you can download any game, app, update without limits. it's slower though depending on the vpn speed
I know it is a hard way but once you do it it'll be easy the second time (I don't have a second phone)