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@Rupert Can you boot in safe mode and see if the same occurs?
/t5/FAQ/How-to-boot-your-phone-into-safe-mode/m-p/348008#U348008
Also,please see this topic as it has been noticed on Z3:
/t5/Xperia-Z3-Z3-Dual/Tethering-hotspot-problem-with-Z3-after-Lollipop-update-23-1-A-0/td-p/955798/p...