I recently bought 2 Yeelight bulbs and 1 strip and I do not have a home WiFi router 
For connecting my Yeelight strip without a router I followed this guide: https://appuals.com/how-to-connect-xiaomi-yeelight-devices-to-android-without-a-home-router/
However upon further testing I discovered how to connect Yeelights to the Android app using only 1 phone, no other phone hotspot needed. This only requires mobile data + hotspot on the phone you want to use.
What I did was create a hotspot on my phone with the SSID/password I want to use.
Then I turned off hotspot and turned on WiFi on my phone, and allowed it to connect to one of the bulb’s wifi.
Then I added the Yeelight device and got to the part where it asks for WiFi SSID/password. So I put in the SSID/password of my phone’s mobile hotspot.
Then while its connecting the Yeelight, it will temporarily disconnect your phone from WiFi and then re-connect to the Yeelight bulb.
At around 50%, I turned off WiFi and turned on my hotspot - this made the Yeelight bulb connect to my phone’s hotspot while adding itself to the Yeelight app.
So to break it down simply:
1: Create a WiFi hotspot on your Android phone.
2: Turn on WiFi on your phone, connect to Yeelight bulb’s wifi.
3: Add Yeelight device to Yeelight app.
4: Enter your hotspot SSID/password when it asks.
5: At around 50%, enable your mobile hotspot. The yeelight bulb will connect to it and will be successfully added to the Yeelight app.