You need to make sure you have the netfilter enabled in the semaphore app. May need to close the semaphore app and reopen it and check it again or atleast confirm the check stuck.
See first post:
- S20enable_netfilter (load netfilter modules for firewall or WiFi, USB tethering)
Also I've never used USB tethering but I know when I first started using Semaphore back in the Saurom days I overlooked this checkbox.