Yeah, that isn't going to work. It's specifically designed for audio usage, not data transfers.
This is the type of splitter you need, a USB Type-C OTG (On-The-Go) adapter: https://www.amazon.com/dp/B08C5FWQND. And this one's even $2 cheaper than the audio splitter.
I just got [this one](USB C OTG, Phone Adapter USB C... https://www.amazon.com/dp/B08C5FWQND?ref=ppx_pop_mob_ap_share) last week and it works perfectly with my Galaxy S10 but not my Galaxy S8, so it may have something to do with the phone itself.
Updating in case it's useful to anyone else. I found this adaptor, which works well with my Chromecast and only costs $10:
I didn't know you can use the Inseego 5G with Calyx. Maybe one day I'll try it. But anyway back to your problem.
I've had a similar problem with my Inseego 8000. I had that hotspot tethered to this little router. I wanted it to give power to the hotspot and have the hotspot provide an IP address and data. I didn't want the hotspot to act as a wifi hub. Well that little router wasn't providing enough power to my hotspot. So the hotspot would just die of a low battery every once in a while. This was my solution. I had a USB A to A cord connected from that Y-splitter to my little router, something like this, and that provided data. I then used the USB C part to power the hotspot. Haven't had a problem concerning power since.