Should be able to clone the MAC address via 192.168.0.1 > Settings > Internet Profile. Create a profile for the hotspot, then type in the MAC address to that which you want to clone or change to. See page 28-29 of the manual for more info.
Based on your response, I suspect you may not actually have tried what you are suggesting...
On page 28-29 in the manual, it says you can set up a DHCP client and then you can clone a MAC address... however, if you try this and test it - this only works for WIRED connections.
If you do what page 32 says for "Wi-Fi Hotspot Client" you will find there is no option for MAC address cloning as I pointed out in my first message. And it doesn't apply anything from setting from page 29...
So if this is supposed to work the way you are suggesting, then this is a bug and needs to be fixed... or I can't get it to work.