Yeah, so I guess I just answered my own question. As far as ExpressVPN goes its blocks VPN pass through. I connected my phone to the laptop with the VPN on and working. Tried running a speed test on the phone, nothing. Turned the VPN off on the laptop speed test instantly begins running. So VPN pass-through doesn't work. Well, i guess in hindsight this makes sense, ExpressVPN does have its own service that offers a VPN for your WLAN router which is essentially what I tried to emulate. Makes sense that they'd not make it easy to emulate with their usual device service.
Thanks anyways though!