Why does shared WiFi connection from iPhone to laptop (personal hotspot) not go through phone VPN? I'm trying to share the WiFi connection from my iPhone to my laptop = personal hotspot. The iPhone connects to a VPN and a quick check on phone browser (whatismyip) shows that this works ok. However, when my laptop connects to the iPhone hotspot through WiFi, the connection does not seem to use the VPN. Instead, the IP range belongs to my internet provider, just as if the VPN was turned off.
Is this the normal behavior?
This is not possible on iOS as it ships from the factory.
When you create the hotspot, you turn your iPhone into a router with NAT clients on one side (usually WiFi) and your public IP on the other (Cellular).  As such, whatever config you had before (WiFi Internet with VPN) gets disabled.
If you want to use VPN while on your hotspot, the best approach is to use the VPN client on the end devices themselves (i.e. the Windows or macOS laptops connecting to your phone).
However, if you're willing to Jailbreak, an app called TetherMe that supposedly allows it.  I haven't tested so YMMV.  Personally, I would go with a VPN on the end devices instead.