This may sound silly but are you sure you're trying to connect to your own iPhone? I ask because the default WiFi name on all iPhone is iPhone and it is possible that you're trying to connect to the wrong phone. If you've not done it already, change the default name from your iPhone to something a little more unique to you. This same thing happened to a co worker of mine, he was unable to hotspot to his phone and I suggested changing the default name, problem solved immediately
This may sound silly but are you sure you're trying to connect to your own iPhone? I ask because the default WiFi name on all iPhone is iPhone and it is possible that you're trying to connect to the wrong phone. If you've not done it already, change the default name from your iPhone to something a little more unique to you. This same thing happened to a co worker of mine, he was unable to hotspot to his phone and I suggested changing the default name, problem solved immediately