Hello,
I have something like that.
On Mac/Windows/iPhone/Android everything works fine, anyone can be server AND client.
The only thing that's not working is your case. If a device share its connection so that other people connects to it, it does not work.
But I think this particular device can be used as a hotspot for others. So one Android phone will tether its connection, and every other will connect via Wi-Fi to it. The other players will be able to play in LAN mode, but not the Android phone that is tethering. (I think I'm right, but don't remember if it's working like that
)