Hi,
This issue occurs when all the services that run Internet Connection Sharing(ICS) are not enabled. I would suggest you to start from the beginning and make sure the below dependency services are enabled.
1. Tap or press Windows Key + R, type
services.msc and hit enter.
2. To enable a service, find it in the right pane and double-click its entry.
3. Make sure its Startup Type is set to
Automatic and click OK.
All the following services must be configured in order to use ICS:
Application Layer Gateway Service
Network Connections
Network Location Awareness (NLA)
Plug And Play
Remote Access Auto Connection Manager
Remote Access Connection Manager
Remote Procedure Call (RPC)
Telephony
After verifying and/or configuring Automatic startup for each of these services, close the Services window and restart the computer before attempting again to enable ICS.
For more information, refer to the link.
Using ICS (Internet Connection Sharing)
Hope this information helps. If you have any concerns, please let us know.