My assumption when USB tethering is that the PIA VPN app is not enabled on the phone. So, I would need to enable the app on the laptop, as I would if using Wi-Fi through the app, as opposed to Windows 10 VPN settings. All the data from the phone will go through the laptop and on to the ISP. Is this correct?
That’s correct. Having PIA enabled on the phone does nothing for your tethered connection. You’ll need to be rooted and have an app like VPN Hotspot route the tether traffic through the VPN if you want the phone to take care of it.
If you connect the Windows PIA app while you are tethered, all data will go through the VPN.
Some third party tether apps (the one I use is PDAnet) will route through the VPN but the built in ones never do.
This is very easy to test using websites such as ipleak.net. Check the website when connected to the VPN and then check the website on the tethered device and see if the IP addresses are the same. If they are different then the tethered device’s data is not going through the VPN.
It doesn’t run on all phones and isn’t free but PDAnet+ routes through the VPN unrooted on all of my devices. Also bypasses hotspot limits on the phones it works with… but that is against TOS for the cell companies so I’m not recommending anyone try it…