Update: So I upgraded my 1020 to w10 build 10572 from wp8.1 and internet sharing still doesn't work. I'm assuming my 920s internet sharing works because I did a factory reset after updating that to w10.
Update 2: So here's what I did. Before this, I uninstalled access point (that came with wp8.1) thinking that it'll fix internet sharing. It didn't. So I turned off the phone, used a foreign sim, turned on my phone. My w10 1020 didn't recognized it so i fiddled with it like i tried turning on internet sharing and scanned for networks and somehow it detected ATT, TMO, and VZW so i selected TMO, but nothing happened. With my phone turned on, I swapped it with my tmobile sim, and the phone rebooted itself. Now internet sharing works!