I believe that Tethering in this way will double NAT you. We don’t rely on a DHCP server being present on the network and dish out IPs to clients from ConnMan.
I don’t know what the Xbox is saying when it gives you this message, but it should be able to use NAT Traversal to establish a connection, however the success of this may be limited, particularly as you are double NATed.
The tethering functionality isn’t really built for gaming in mind, and if you are connecting via WiFi you may experience poor performance.
Buy a stand-alone WiFi bridge. Or, if it’s a '360 (rather than an original Xbox) then a USB WiFi adapter.
Some sort of PowerLine (Ethernet over your mains wiring).
Use a cheap WAP (Wireless Access Point) as a WiFi to wired bridge - in bridged mode, it will effectively act as a client of your main AP and give you wired Ethernet out.
Those are the first few ideas which sprung to mind; there will doubtless be other ways. Any of them would avoid trying to get OSMC on an RPi to do something it’s kinda’ not designed for …