@Lurgan
The whole issue with tethering has to do with the Carrier Configuration file that is part of iOS. It defines the preset APNs for every carrier partner
Apple has worldwide. This forces the device to use the preset APN and hides the option under settings where you can manually change APNs. I don't know why, but Apple still has a Carrier Configuration file in iOS for Vodafone India even though they are no longer an official
iPhone carrier. For Vodafone India, the preset APNs for data and tethering is set to 'iphone'. This APN only works on the Vodafone network if you have iPhone services activated on your connection (the default APN for all other devices is 'www'). When you try to set the APN using the unlockit website or thru the iPhone Configuration Utility it only allows you to set the APN for data services. The iPhone actually has separate options to set APNs for data and tethering. So effectively you are changing the APN for data and not tethering.
Talking to CC over the phone will not solve your problem. I am speaking from experience. Most of them don't even know that there is something called iPhone services. Quickest way to solve the issue is to visit a Vodafone store and talk directly with the person in charge of 3G services (they usually have one rep assigned to handle 3G queries). Tell him/her that tethering doesn't work on your iPhone and ask them to put in a request to activate iPhone services. Get a ticket number for your request. Your issue (hopefully) should be solved within 24 hrs.
Good Luck.
Pretty knowledgeable mate.. Its funny that most of the times we helpless customers are more knowledgeable then the guys who should be "happy to help".
Incidentally I want to use tethering on my 4S but in 2G plan only. Currently my APN is www and iphone surfing is working. But on trying personal hotspot, the phone immediately says to contact Vodafone. Any suggestions on how it can be fixed without being brain damaged by vodafone CC