Is there is a connection between IMessage not working and sharing internet through an Android phone?

I recently installed Mojave on my Dell 5770, As you excepted Intel Wifi cards are not supported and as a temp solution I shared my android internet with the Hackintosh but I followed a lot of instruction such as [Deleting all the wanted files, Changing the SMBIOS, Changing the serial number into invalid one, IMessage debug, NVRAM] to fix IMessage and Facetime but without a luck and I always get this error Message

https://i.redd.it/70b120at81931.png

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I actually contacted Apple support they unlocked my account many times and they did all they could to fix my problem (They were super nice and I feel bad).

The question is:

Do I have to connect to a wifi or ethernet to able to use IMessage?

And If that though why wouldThe Apple store and ICloud work?

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And Thanks for any helps.