You're not currently on the Internet, if you really want to create a hotspot for use as a local network without warnings about the lack of Internet, you could select "No Internet Sharing".
We came to this conclusion because:
• Your data card is only supported in Connectify Hotspot PRO: 宽带连接
• Your data card is only supported in Connectify Hotspot PRO: 宽带连接
• You are not currently on the Internet.
If you had Connectify Hotspot PRO, you'd have access to Automatic Internet picking, and Connectify Hotspot would be able to pick connections for you, even changing on the fly as you switch networks.