I have two+ Android devices. I would like the devices to send instructions to the other devices using Wi-Fi Direct, while at the same time being able to access the internet
Yes it is possible to do that, you can check some articles over here . One of the developers in XDA has developed an application to do that called Super Download Lite and paid version of Super Download - Fast! . You can get details from here and here or you can do some hacking Here is the source code of application which connect to 3G and WiFi to share the connection of the internet (But I am not sure how much it will help you). or try decompiling or revers engineering the Super Download app