I had a Lumia 920 and used "access point" to put in the apns (putting them in manually never seemed to work for me), then upgraded that to Windows Phone 10 and never had any issues.
Now, I have a Lumia 950, didn't restore, so it's a fresh phone.. And of course Access Point doesn't work for winphone 10. So I put in the apn settings that are here in the forums, I have data which is great, but as soon as I try to turn on the mobile hotspot, I get the "There's no mobile data connection to share at the moment. Check your mobile settings and signal, and try again."
I've checked my settings, I've rebooted the phone, I've deleted and re-added the apn, I'm not connected through wifi .. so I'm out of ideas. I'm hoping someone here has some.