Part of the problem is that a custom kernel module would need to be loaded with root, via insmod, and this would need to be coded and constantly reinjected on boot. As far as I know most of these fobs do not make their drivers open-source, specifically, although I could see a possibility in modifying one of the generic drivers from a typical linux full install (likely heavily modified). Even with a ko/kernel module, however, it's possible that the fob might not be able to get enough power from the tablet, itself; I'm not sure what the power draw is, but I have a few laying around; I could probably check that later on.
All of that said, while it may be possible to try to hack something up to work with OTG (for instance I know it CAN be done with external network devices in general (there have been successful drivers built for external Alfa wifi usb-based adapters, but that's wifi), my suspicion is that even if 1) and 2) here were fulfilled, there'd need to be support in other ways built into the ROM itself (I'm wondering if a bunch of the code for this could be pulled from the existent 605 ROM though, which is a consideration). I'm not sure if, for instance, even if JB/KK on the Galaxy Note 2014 were to be made to recognize it, you wouldn't have to disable other things to make it work; I know for the external USB wifi devices, a hack was needed to disable the onboard wifi within the device.
If I had the time or the money I'd certainly be willing to try to make something custom in general. That said, I'm wondering if linuxonandroid (search the forums, or check out linuxonandroid.org) might support it out of the box on the full system img's (given functionality, Kali's kernel probably has the best chance of any of the current available ones, but I don't really know; I'm grabbing the image later on tonight to see what happens if I try)...
In general, though, I suspect that even if this somehow partially works, there are going to be a lot of problems that only a real custom ROM would solve. Though frankly, I can't figure out why nobody has yet. Maybe, like me, people just don't have enough time, and the people who do have time and the skill don't really need a specialized ROM enough.
I'm still kicking myself in the butt for not getting the 3G version for development purposes, personally; hundreds of dollars more for what one could get in a USB fob for 20-30 bucks only sounded like a bad deal til I wanted the functionality; your best bet may be to get a crapper of an android phone for under a hundred dollars and just let it be a hotspot. It's what I finally just gave in to doing. The one upside is decent battery life; if the P600 could supply enough power for the USB 3G dongle to work, all USB-dongled devices, to the best of my knowledge, kill batteries faster than anything built-in would.