tl;dr The actual IP address your traffic is coming from is a more reliable indication of whether the VPN is in play than latency measured by ping.
Wouldn't the ip address reported by visiting an external site such as http://iplocation.net on the device you hope is protected by the VPN be a far more direct and reliable indicator of how your traffic is being routed?
If it's the router/ISP assigned address, you have zero protection; if the ip address is assigned to the VPN provider then you are in better shape.
A phone web browser or ssh client *might* with any luck be directed to a vpn tunnelling application running on the phone but it's unlikely that the authors of your devices "hot spot" app would have written code to look for a VPN application and route through that application if one is running. Not that it's a lot of work.
At home, I have an independent wireless network through PIA using a separate wireless device running openvpn on tomato firmware. Every device connected to that network has all traffic directed through PIA making it harder for our data slurpers. Otherwise I assume I'm under surveillance and act accordingly - wearing my tinfoil hat and underpants.