I am running a software application that communicates with several instruments that are on the network or are accessible through the Internet, and it also needs to access other Internet-based resources. There is no problem when using an internet connected computer and all instruments are on the same network and/or are available from the Internet (no firewall issues).
The situation came up where the PC and at least one of the instruments had to be mobile. The instruments must communicate through an Ethernet port, so to be mobile we either use a x-over cable or use a wifi router configured as an AP connected to the instrument, and used the PC wifi connection to the AP. This worked fine when we had just one instrument, but the Internet requirement and use of multiple instruments in the field and online now presents.
I read mixed things online about Win10 being able to support multiple wifi connections - it worked, MS broke it but stated it will be (is?) supported. Not sure about other Windows versions. I just don't have all the hardware here to set it all up (no wifi on my PC or mobile Internet myself), so I'm just guessing how it should work...