Hi, I am facing the same problem with mobile hotspot When ever I am trying to connect to hotspot service I get the same error "the mobile data network thet your device is connected to does not support this feature" I have contacted to the service provider but they say that their is no problem with the service And they told me to contact blackberry service station
Are you using a device branded to your carrier? If you are using a third party phone, you may need to get your carrier to add the phone's imei into the system. This is not specific to HotSpot, but there have been posts where carrier features are not working and the problem was the phone was not a carrier branded phone.