Issue is exactly as described in the title, works when used as hotspot and connected with computer, but not on the phone directly(regardless the hotspot setting). Moreover I have to add:
I am abroad in Italy. This is vodafone "data only sim". Bought two days ago and last time it worked was yesterday evening. I have two sims and my native-roaming enabled sim works fine. I tried swapping slots, having one sim, removing/changing/restoring apns, changing dns, restarting phone multiple times. When I try changing apns it goes back to the default one automatically. I cannot call customer service as they do not speak English.