Thanks for getting back with us about this, ceresole. We understand the issue is persisting, so let's keep looking into this with you. Since another computer is able to connect to a hotspot provided by your iPhone, let's focus on your Mac for a moment.
We'd like to continue our investigation by determining exactly when this happens. First, test for this behavior in safe mode: Start up your Mac in safe mode.
Next, see if this behavior persists in a second user account on your Mac. If you don't have one you can use, please follow these steps to make a test account that can be deleted later: Set up users, guests, and groups on Mac.
Please let us know if the Mac functions with the hotspot correctly in either or both of those situations, and we will proceed from there.
Thanks and take care!