I had a bug with this a few days ago - could not turn it off - it would connect to my Mac and when I turned it off it would come on again
I finally got it sorted out by rebooting several times in a row - 3 times
I am now doing this after each update ( especially since I am on the beta's) for iOS12 and Mojave too. I noticed that doing this after an update seems to get rid of a lot of glitches and is hopefully worth while to reboot 3 -4 times and avoid any glitches.
Not sure if that will help - made a difference for me.
As a matter of interest were you using any VPN/ad blocker at the time? I was using AdGuard and it’s been flaky all day. Wonder if that was the underlying issue. With that off hotspot seems ok for now.