I posted a topic / article explaining how to connect Yeelight devices to Yeelight app without a WiFi router, using only a 2nd mobile phone’s hotspot.
However I have discovered a new method, which is good if you do not have access to a second mobile phone. You just need to create a WiFi broadcast on your PC.
Full guide is here https://appuals.com/how-to-connect-xiaomi-yeelight-devices-to-android-without-a-home-router/ but I will post the updated steps here:
1: Create a WiFi hotspot on your mobile device, and allow your PC to connect to it.
2: Launch a command prompt (as administrator) on your Windows PC and type the following commands:
netsh wlan set hostednetwork mode=allow ssid=XXX key=XXX
netsh wlan start hostednetwork
3: In the ssid=XXX and key=XXX, you need to change the X’s to the exact same SSID and password of the mobile hotspot on your phone!
4: Now launch the Yeelight app on your mobile device, and go to Devices > Add Device.
5: Turn on the WiFi (this will disable hotspot) on your mobile device, and connect to the SSID being broadcast by your Yeelight devices.
6: Now in the menu where it asks for a WiFi network, enter the SSID and password of your mobile hotspot ( which is also “cloned” on your PC) .
7: Now when the Yeelight app starts updating, very quickly disable WiFi on your phone and enable hotspot. This will “trick” your Yeelights into connecting to your hotspot, while also seeing your mobile device on the WLAN, because your computer is also broadcasting the hotspot as a WiFi network.