android as advanced router there is wi-fi network, without access to internet. I need to connect my phone with 3g internet on board to it, and use it as router, i.e. give access to some one host, that knows phone's ip.

I can not use avalable by default function of wi-fi hotspot, because no one should be able to discover the connection to WAN exists. At least, it's existence must be not so obvious for every one. I suppose, on some custom distributions, like cyanogen mod, iptables is avalable, that could solve my problem, but i use default firmaware: android 4.4 on highscreen zera.

I tried to google possible solution, but all I have found is advices to configure wi-fi hotspot
You can connect a PC to a phone via USB and use phone carrier data or wifi internet on which you connect via phone. That option is called USB tethering (sharing your Android device's internet connection via USB), and custom ROMs have it, don't know for stock, that option is in the same place as wifi hotspot. I'm sorry if I understood you wrong, and if this isn't what you were looking for.