You can (basically) only do this with a rooted phone. There are some permissions issues that prevent the hotspot network adapter from being shared over the VPN client otherwise. This article from Proton is just an ELI5 splainer, you can go deeper with some searches.
If you have root and/or a custom ROM already (which usually assumes root) it's not that complicated.
Yeah sorry I don't have experience with Graphene but a quick search seems to say root is very difficult with it. Maybe look into flashing a different custom ROM if you really need this.
One thing I've done quite a bit is use my travel router (I have a GL-Inet Slate but there are lots of options) to repeat my hotspot, then connect all my devices via the router. And set the VPN up on the router. This way everything going out over the hotspot is encrypted anyhow.
For my needs, I can power the Slate by plugging it into my laptop or even my phone via usb-c. It's very portable and versatile. Ymmv.