Sometimes having your network settings on X Box set as a metered connection can cause issues.
T&C on the Unlimited plan seem to exclude tethering to Xbox.
"3.3 Unlimited UK Data sold on handset or SIMO contracts must only be used in mobile devices that do not require to be plugged in order to work. Any O2 mobile broadband Unlimited UK Data tariffs must only be used with the devices that they are sold with. Where other devices are used that do not comply with these terms, we reserve the right to transfer you to a more suitable plan."