You need to power off the device, then hold volume down, and the power button until the LG logo pops up. Then let off BOTH buttons for about 1 second, then hit them both again and recovery should startup. You will select yes to wipeing and that will get you into recovery. This is assuming you have recovery installed.
I have gotten this to work on stock 5.0 and stock 5.0.2 Nexus 6 with ATT.
Pre-req is you must be at least rooted. All work is done at your own risk, as modifying your system files can really muck your device up if done incorrectly.
1) Using a file explorer, navigate to /system/
2) backup build.prop
3) edit the build.prop file with a text editor
4) Add the following line to the bottom of build.prop file: net.tethering.noprovisioning=true
5) Save the file and reboot the phone