I am needi g to work remotely in Mexico, but my org does not allow it as we dont have a tax presence there. I also don’t have permission to download apps to my worklaptop.
So, can I download express vpn to my iphone, set my location to Canada, (while on mexican wi-fi) then create a hotspot to connect my work laptop to?
No, iPhone does not support sharing the VPN connection via hotspot.
Get a travel router like this one https://www.gl-inet.com/products/gl-mt3000/ then you can configure vpn on it.
Look into the ExpressVPN aircove router. You can connect to a vpn server if you will have a Ethernet access to use with the router.
It’s a little expensive