Are you referring to OS/Firmware updates? If yes, at the current policies of Microsoft servers, OS/Firmware updates are available only through WiFi. Even if you set another phone as a "hotspot", you still will be technically be connected to a WiFi connection.
But if you were referring to app updates, apps that are less than 40-50MB can be updated OTA (without WiFi).
You may want to create a WindowsCental account to track responses to your query easily.
There is a possibility but then you need to use cellular date (around 500mb) and you need a second phone.
Enable internet sharing on the second phone (you could use your SIM) and then connect your phone to this wifi hotspot. Now you can download the update because you are connected to wifi.
(But the cellular data needs to be stable and reasonable fast).