A much more power-efficient way is to make a Bluetooth hotspot. Pair phone and laptop, then in the phone's Settings, turn on Bluetooth internet connection sharing. From a Windows laptop, just connect to this and you're away.
All is not lost, though. You can still just plug your Android phone into a Mac's USB port and tether that way. Joshua Wise's tiny HoRNDIS driver is what makes this work and it's a mere 46 kB GitHub download.
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