It shows that they are connect but no guarantee that they are? What does that mean?
Are we to assume that one of the devices doesn't have a data plan or wifi available and a second device is attempting to supply this?
Does the supply device have a data plan that includes hot spot?
You say they look like they're connected, but it can't reach the web, you haven't tried to reach the web, you didn't have to put in a password for the WiFi... Why do you not believe they are connected?
Are you using an app, other than the built in hot spot app? Those apps use a different protocol and rarely connect to other phones, laptops, some tabs and gaming devices but almost never other phones.