Heads up, Lumia 640 only $60 at Best Buy!

[Papek_SVK]

settings > network > mobile hotspot

Oh, I forgot to mention I'm running Win10 10586. Maybe this is the key. I'm not sure if the Internet sharing was present in Win 8.1 since I use it very rarely. Maybe changing the region and language helps too.
Another plus over Win 8.1 is an option to change service provider in Edge browser.

 

[geekfiredog]

Now if we can jet get these debranded or at least to work overseas.... T-mobile was a bit easier in this regard.

I've the AT&T Lumia 640, unlocked for free through AT&T, upgraded to Windows 10 and using it South East Asia (with bands 3 & 7) without any issues.