I can confirm that this option now works. Going into "allowed devices only" and tapping on the option "+add new device" you can now select devices you want to add. I now have 4 devices added.
To make the test of the hotspot I ran a YouTube video on the Rog 2 and 3 other phones in the same time. No glitches whatsoever. The flowthrough of Rog's WiFi antennas is amazing.
Off the topic, I made another business trip yesterday. Took the phone of the charger at 5.30am. The battery was at 86% due to scheduled charging and battery care. My battery is scheduled to be full at 7am. Worked on the phone the whole day, used in car Bluetooth etc. Came home at 9.30pm and had enough battery to play Asphalt 9 for an hour before battery droped to 10%. Amazing! No apps draining battery. I use WhatsApp and others all the time.
The only issue I have is the lack of VoLTE, although the phone has all LTE bands used in Europe. I trust in Asus it will sort it out. Then it will really be a perfect do it all phone.