Will I be able to use cellular data when i'm connected to another device via WiFi Direct?
From experience and I hope design, Wi-Fi is prioritised above cellular when it comes to connection. Only Wi-Fi assist can be used to use cellular despite Wi-Fi. Also, battery discharge rate drops when on Wi-Fi even when cellular is ON, I believe it is not being used. I cannot provide references.  

Now since dash cam is using Wi-Fi to stream video, not for internet, apps cannot detect the purpose. They'll treat it as logged-out network, or simply a disconnected from internet network.