Do you get any specific error message or warning?
Check the following links:
https://www.spectrum.net/support/internet/sony-bravia-android-smart-tv-or-wifi-enabled-tv-wifi-and-network-connection/
https://www.quora.com/How-can-I-use-hotspot-in-my-smart-TV
You can find other similar links by googling "how to connect sony smart tv to mobile hotspot"
Key is to determine if the problem is simply a configuration error or something else.