Hi Michael Gilroy,
Thank you for reaching Microsoft Community.
Based on your description, we understand that you would like to continue using the hotspot connection on the device while the device is in standby and with the lid closed. However, connection immediately stops as soon as you close the lid even after settings the power options for lid close action to do nothing. I understand how important this is for you on your day-to-day productivity as a trucker.
May I know first what Windows version, edition and OS build is currently installed on your Surface Pro 9 5G? To check, go to Windows Settings > System > About and see under Windows specifications.
First, kindly make sure that the device is up to date by going to Windows Settings > Windows Updates and check for updates then make sure all updates are installed including Optional updates. Check also for the Surface drivers' health through the Surface app and run the Surface Diagnostic Toolkit on the device to run some system checks and repairs then see if still the device goes to sleep when lid is closed even if it is set to do nothing in the power options. See this page for reference: Fix common Surface problems using the Surface app and Surface Diagnostic Toolkit - Microsoft Support
If still the issue persists, try this below:
Open Device Manager
Expand Network adapter
Double-click the Qualcomm Mobile Broadband driver
See if the Power Management tab is available, select it if yes
Uncheck the box next to the Allow the computer to turn off this device to save power option
Click OK
Close Device Manager, restart the Surface to make sure changes are applied then see if issue persist
Let me know how it goes.
Kind regards,
Marrion