On a old PC I had Windows 10 Pro with WS 15.x Pro.
I created a VM with a firewall using three Virtual NICs.
V-NIC 1 is connected to the Internet (Red network)
V-NIC2 is connected to a real switch for sharing with other PCs and printers (Green network)
V-NIC 3 is connected to other virtual machines (Orange Network)
The PC has two NICs and the Wi-Fi adapter.
V-NIC 3 is Host-Only.
V-NIC2 is Bridged with the NIC2 of the PC.
V-NIC1 is Auto-Briging.
All three V-NICs have a static IP.
I have used this configuration before for one year and it worked without problems and without ever changing the firewall or VM configuration.
When hardware NIC1 is directly connected to the switch of a router / modem, Internet traffic was transmitted by this NIC.
When I was traveling, I activated the hotspot of my smartphone and the Internet traffic passed by Wi-Fi Adapter.
Both the router and the smartphone use the same network (192.168.43.0) and have the same gateway address 192.168.43.1
On this new PC (always Windows 10 Pro with WS 15.5 Pro) the same configuration does not work and I only have Internet traffic using the NIC1 + router.
If I use the smartphone hotspot, the PC navigates via Wi-Fi, but both the firewall and the VMs in the DMZ do not go on the Internet.
Perhaps there is a configuration error because, stupidly, I copied everything from the old PC except for the configuration of the Virtual Networks and maybe the configuration was different and evidently I remember badly.