Now that Apple is offering iPhone users a way to legitimately get WiFi tethering through using the new Personal Hotspot feature in iOS 4.3, it seems that AT&T has begun a clampdown on those running the MyFi app on jailbroken iPhone handsets.
The Nexus 6 native tethering function no longer works on AT&T. Google has designed the phone to call home first before enabling tethering. Now I also have iPhone 6+ that is jailbroken with mywi and it tethers just found fine on att. I tried rooting and using wifi tether router which did not work.