I've deleted your thread in the 920 forum, please refrain from created duplicate threads as it fragments the conversation and can otherwise cause issues.
If you'd like this moved to a different section let us know.
Anyways, define not working. Does it say anything?
probably dropping connection after locking the phone, right OP? if not there's an app called "access point" which will fix this or I think w10 has the same functionality built in inside cellular options