Hello, Joona JV
Welcome to Microsoft Community and thank you for sharing your concern with us today.
I understand that your problem.
We are here to help on this issue.
According to your description, if you want to keep WiFi, VPN, and mobile hotspots on, the computer must be operational to meet this situation.
If the computer is in hibernation or sleep state, your system will no longer be running, and functions such as WiFi hotspot will no longer be running.
Therefore, you can try to set the sleep state and hibernation state to never. When you leave the computer, you can click win+L to lock the screen so that you can continue to run WiFi, VPN and other functions.
I hope the information provided is useful for you. If you have any additional questions, please do not hesitate to reach out to our support.
Best Regards
Hinata Li
Microsoft Community Support Specialist