I used to use Vodafone NL, and apparently they used a SIM provider ID that matched Verizon or something in the US, so my phone (Pixel 1 at the time) would ask Verizon if this SIM was allowed to use tethering, and of course it said no. Part of the reason I moved carriers, also the new one has unlimited data which is better anyhow.
Vodafone had no idea what was going on, although they did try. Eventually they just said they couldn't help.
Anyway, maybe something similar going on for you.