Just a note incase it may be helpful, After updating to iPad IOS 15.6.1 you may have trouble Hosting Sessions. I came across the problem. In the Wifi settings for the iPad under the info setting for your current wifi connection, you will see that Private Wifi Address is active after the update by default. In my case I have to turn that off on the Host iPad. After that everything connects as expected. For me the slave iPad could still have it set, but the host must not be on Private Address.