After doing some research and sharing this information with my colleagues, I think the best option is to use the mobile hotspot feature of win 10 but only available if you have Windows®10 anniversary.
After driver 18.20 the option to create hosted networks was removed from Intel drivers and the reason is that now Win 10 (Anniversary update) comes with a driver called WDI that has a similar option called mobile hotspot. You can try to use this option
This feature uses the virtual adapter to connect. There are third party software that can also do that but I would recommend trying with the Windows®10 feature.
More information about hosted networks and why it was removed from Intel drivers here:
I tried installing the latest version of windows and enabling a mobile hotspot.
Unfortunately the mobile hotspot settings page tells me: "We can't setup mobile hotspot because your PC doesn't have an Ethernet, Wi-Fi, or cellular data connection".
So it seems the hotspot only allows you to share an internet connection, what I want to do is to connect directly to the device via wifi and then vnc to it.
Your information about when the driver removed hosted networking helped. I downgraded to 18.20 which gave me "hosted networking supported: Yes"