USB tethering on Xperia 10 iii

I have exactly the same behaviour.
I’m not sure to fully understand your question about my setup !
I’ve tried the procedure you tried from zendesk but also
pkcon install usb-moded-connection-sharing-android-config
which seemed to work on Xperia 10 ii according to USB thethering not available on Xperia 10 II?

I’ve just tried on my old Jolla 1 (stuck with Sailfish OS 3.4.0.24) and

devel-su
pkcon refresh
pkcon install usb-moded-connection-sharing-android-connman-config
systemctl restart usb-moded

works fine.
The problem seems related to Xperia 10 iii.

I use
zypper pa -i | grep usb-moded
to see which package is installed.