Updating Mac Software using iPhone hotspot

I don't see an error. Since I don't have wifi, I don't have the option to download updates. That is, if I've understood previous posts correctly. That's why I wanted to know what setting I need to change so that my tethered internet connection allows the same degree of updating that wifi does. New operating systems, automatic, behind-the-scenes security and stabilities updates, etc. I don't want to loose security and functionality as a result of not having wifi.

I read several posts that said updates to my Mac require a wifi connection (can't do it when tethered to my phone's internet service). I would like to overcome this problem.

Does my concern make sense?

Thanks again for your help!

Thanks helpful! 2 follow-up questions, then (really exposing my ignorance, here :) -

1. Did you just confirm that the Security Update 2020-006 is installed on my Mac? Or is there some way I can confirm this?
2. Can you confirm whether or not a tethered internet connection limits updating at all anymore? Is that a thing of the past?

Sounds like I'm on borrowed time with this Mac. Besides diminishing functionality in a few areas, it still works great!

Mid 2011 iMac

macOS High Sierra 10.13.6