I purchased an older version of this...
https://www.amazon.com/TP-Link-Wireless-Portable-Travel-Rout...
It lets you connect to either a standard Ethernet port like any router and it lets you connect to two WiFi networks and use one for the internet connection and the other to create an internal network.
You basically connect any device with a browser to the internal network to get through the captive portal and all of your other devices will then work that are connected to it.
What do you mean? I can roam 4g just fine.
(For example: I bought my Watch in the U.S. While on vacation to Ireland, my iPhone connected to Vodafone IE without a problem. But my Watch showed "no cellular service" if it was out of range of my iPhone and a wifi network.)
I asked my Norwegian carrier about this, and they said yes, but linked the page where Apple says roaming is not supported...