Connecting Apple TV 4K to Captive Networks

I do put the SSID and chose WEP as the security setting

The security setting must match what the wireless access point/router is using. If that is configured for something else than WEP, then it won’t work. WEP is considered unsafe, as it can be broken rather fast. I hope nobody uses it. Ask your network administrator if WP3 or else WPA2 can be used (or just try it).

On the first option, I do have a Huawei 4G CPE 3 (Pro). Can I use it? How?

See your manual if it supports wirelessly extending a network with a new SSID network name.

(Edit:) … if WPA3 or else WPA2 can be used.

The recommended way to work around it, is to use a secondary router (e.g. a travel router), in between your devices and the ‘public’ network.

Another way to bypass the manual sign-in requirement, is to have the sign-in credentials in a semi-permanent device profile, which then automatically signs in. Device profiles can be configured and uploaded using the Configurator app on a Mac. This might unintentionally share your Apple TV as a detectable AirPlay destination device to other residents as well.