Problem tethering Android 7.1.1 phone
After trying some solutions (such as adding "dun" to the APN Type), I finally did a reset of all networking settings and rebooted the device. The next time I started tethering, I noticed that it also reset the SSID and password of the tethering setup. I then recreated the SSID, but forgetting the password, I entered a new password. On Windows 10, I could not seemingly change the password, and was therefore forced to "Forget the Wireless Network" and re-connect to it. 

One of these two steps solved the problem. I recommend first doing a "forget" on the Windows client, and if that doesn't work, "Reset Network Settings" on the device.