I'm bringing up an old thread here, but I'm trying to use an unlocked T-Mobile Lumia 925 (with WP8.1 DP) on an AT&T MVNO (Consumer Cellular). I have everything (LTE, MMS, etc.) working, except for one thing. When I try enabling internet sharing, I get the message about it not being available, and that I need to call AT&T or go to the AT&T account website to add the feature to my plan. So obviously this is some kind of canned message since my plan is with CC (and they allow tethering). I've seen a similar thread in these forums about the same type of issue using AT&T phones on T-Mobile. I'm just wondering if anyone knows of a fix/workaround going the other way.
(BTW, I have an old unlocked T-Mobile Lumia 710 that I've kept as a backup, and if I put the CC SIM in there, I can enable internet sharing - limited to 4G of course - so it seems like it's some sort of issue with the 925, WP8(.1?), and/or access point settings.)