I just wanted to post quickly about an issue I have had both times I have tried to use Internet Connection Sharing on my M8. Both times it has caused me to need to hard reset my phone, which of course loses all of my settings for the most part. Although it does reinstall my apps and games, I do lose my game progress and login stuff. I am not 100% sure it will happen to all HTC One M8s but just thought I would warn any users. Be prepared with a backup if you can. What it does is makes it so when I try to share connection it complains it cannot share the connection because there are no cellular data connections, but I have streamed music right before trying to share the connection.After that apps start to act very weird and I lose cellular data, so I reboot and after that basically the start screen becomes useless, I can scroll and go to all apps but no apps will actually fire off and no settings will fire off either. After a hard reset it starts to work ok again, but I think I will wait for a new build to see if it helps.
Hope that helps someone,