A few times when my cable was out i used my phones wifi hotspot and connected to xbox live fine, open Nat, then about 10 minutes later it was strict but still allowed me to sign on at least so i could play my games on my hdd, or get an update, only thing you cant really do is multiplayer games
as far as i could tell myself and according to what ive read, youll never get it to open Nat always
from what ive read just on tethering, you can see alot of the tethering programs and such dont fully work and the fix is to go into setting and change the MTU to something like 1472 which i believe is the most our phones can do
For Xbl they want a constant MTU of 1500 or higher, if your device cant do that, which i believe our phones cant, then itll have problems
im no expert in any of these areas, and it has been a long time since ive read up on these things, or tinkered with them, so some things i said could very well be different now
Fun Fact: The MTU is usually how xbox keeps people from signing in on days of major updates or fixes, raise the MTU to a number nothing can do and noone can Sign in lol