I have an app which connects to a hardware device Wi-Fi hotspot. It seems that Android forward requests over other networks (3G/4G for example) instead the hotspot, since my
Per the Connecting your App to a Wi-Fi Device blog post:
To direct all the network requests from your app to an external Wi-Fi device, call ConnectivityManager#setProcessDefaultNetwork on Lollipop devices, and on Marshmallow call ConnectivityManager#bindProcessToNetwork instead, which is a direct API replacement.