Notebook Wireless and Networking

The issue

Recently my Wi-Fi has started turning off when I plug in an Ethernet cable, and currently I'm not able to figure out how to address this issue. It used to work just fine, but I cannot exactly pinpoint when this started happening. However, I suspect this started after updating a bunch of drivers and my BIOS using the HP Support Assistant.

I'm using Windows 10 Home version 1809 (build 17763) on a HP ZBook 15 G2 with an Intel Dual Band Wireless-N 7260.

Why it is an issue and how does it manifest

Sometimes I want to use my laptop as mobile hotspot when connected to Ethernet. I enable the Wi-Fi adapter with the button on the ZBook, it turns on for less than 5 seconds before turning off again.

Other times I want to use a VPN while being connected to wireless, using OpenVPN. Once the VPN connection is made the notebook detects this as being a wired network and turns off the Wi-Fi. Then OpenVPN figures out the connection was broken, releases the connection and the Wi-Fi turns back on again, until OpenVPN has regained connection, and so on. This somehow doesn't happen when I'm using the Cisco AnyConnect client.

What I already tried to solve it

• Bios settings > Advanced > Device Configuration
  LAN-WLAN switching was already disabled
• Network and Sharing center > Change adapter settings > Wi-Fi > Properties > Configure > Power Management
  Disabled 'Allow the computer to turn off this device to save power'
  Did not work
• Network and Sharing center > Change adapter settings > Advanced > Advaced settings > Provider Order
  Changed 'Microsoft Windows Network' from the 3rd to the 1st position.
  Did not work
• Powershell > Get-NetIPInterface
  ifIndex 20 (Wi-Fi) changed InterfaceMetric from 50 to 4 by
  Set-NetIPInterface -InterfaceIndex 20 -InterfaceMetric 4
  Did not work
• reinstalling Intel WLAN Drivers
  Did not work

Any suggestions what I might overlook?