Don't think that it's a Samsung issue, unless it's a device specific problem. A friend of mine has a Note 10 and her device has no issues connecting to the Mobile HotSpot on my S20 Ultra.
I'm sure that you have already tried this, but if I'm connected to WiFi & I see "connected without Internet", what works for me is to just Toggle Off / On WiFi. Could probably also try Toggle On / Off Airplane Mode?
I'll try your tips though. Thanks!
I know that this suggestion is going to su*ck, but maybe a Factory Reset is the only thing left?
BUT before you do that, can other people's devices connect to the the HotSpot on your S21? Or can your wife's s10 connect (with internet) to another device, other than your S21?