How can I disconnect from all WiFi networks, yet leave WiFi antenna on so Internet Sharing will work properly? I would like to have my MacBook's Wi-Fi antenna on, but not be connected to any wireless network. Instead I would like for my MacBook to share its Thunderbolt-to-Ethernet connection so my iPhone can get a taste. (My office was built on an ancient Bermudian triangle sanctuary.)

I am using the same settings, toggling things hasn't worked yet:


[x] Internet Sharing
Share from: [_Thunderbolt_Ethernet___]
To computers using: [x] Wi-Fi


(green light) Internet Sharing: On

However the Wi-Fi icon in the notifications area usually shows a vertical arrow when it is working properly. Right now it just connects to the nearby networks (public and login walled) and refuses to broadcast, even though the green light still says 'On'.

Anyway I suspect that my computer's trying to connect to Wi-Fi networks, it indefinitely forgoes its opportunity to broadcast its own SSID. How can I make this work again?
Change your network profile so that the preferred order has your thunderbolt connection at the top. This will make OSX use it over wifi even if a known wifi access point is available. 

With a working internet connection just configure internet sharing and it should just work. 

I know from experience that this works, I have done it many times on snow leopard, should work the same way on later releases of osx.