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I have a TL WR802N (EU) nano router v4.
When connected to it by WiFi (TP-Link_C596) from my iPad I access set up using http://tplinkwifi.net.
Selecting 'client' mode scans for available local WiFi networks and presents a list to select from.

I can successfully link the nano router to my EE home hub and use the nano router to connect my ethernet device (Shark RF Open spot) to the internet.
So far, so good.

Now reset and use the same procedure to attempt to connect to my iPhone's personal (WiFi) hot spot.
The iPhone is listed in the table of available WiFi devices.
I can select it and enter the correct password (just alpha-numaric, no punctuation or symbols).

Select start and wait for the reset, which I assume happens, because after that - nothing!
The nano routers led extinguishes then flashes continuously.
My iPhone does not register a connection - which would be shown in a blue bar at the top of its screen.
To be fair, it did once but then disconnected and has not done so since.

Haven't been able to try setting up the router manually, as I have not idea what settings are required.

Other devices are able to connect to my iPhone's personal hot spot without too much difficulty.