What I understand is that you are asking a general question about hotspot, for any given controlller.

Host a Wi-Fi hotspot with a Raspberry Pi

Here it says that you can achive this behaviour with Raspberry Pi 4 controller.
Note that a network connection works in either inbound or outbound, but not both. So if you want to connect the board just to your phone to receive internet, you can do it. Here it's used an local website if you need to change the name or the password for hotspot mobile, which I find it a clever solution.

Can I connect an Arduino wifi module directly to my android phone?

It seems that you can achive this also with Arduino, but I find it hard to manage the name and the password for the hotspot. This is the only difference between hotspot and WiFi I can find.

Bluetooth tether to phone wifi or something like that? 

with mobile data activated:

- Bluetooth - I find hard to find how you would tunnel internet through bluetooth

- tethering through usb - it sounds promising

- tethering through ethernet + ethernet-to-usb adaptor + OTG adaptor - definetely :)) 

- Wifi - No. Wifi it's only used for inbound connection, as you connect towards a device.

Could you elaborate on what exactly you want to do here? If you want to control LEDs from a remote network connection, such as a Wi-Fi hotspot, the Arduino IoT Cloud can do that using its Remote App. 

Or am I not understanding correctly?

😎

Bill

HERE and video at  HERE 

Though I don't know if its possible I cannot do suggested project my self.

I'm just suggesting a project on wifi away from home 

Bluetooth tether to phone wifi or something like that? 

Is this a suggestion (this is the Suggest New Content forum) or are you asking a question but in the wrong forum. If it's a question, then maybe the Help wanted forum is a better place.

This is where the Help Wanted forum is, just click Help Wanted under Project Corner.

Bluetooth tether to phone wifi or something like that?