Use usb_moded_util to switch between USB modes, for example:

usb_moded_util -c rndis //activates USB Tethering
usb_moded_util -m //lists supported modes
usb_moded_util -h //to get help

I found the solution, I had to install the "Remote NDIS Compatible Device" driver from Microsoft. The device is not recognized automatically because it doesn't have a proper signature, I guess. Follow the instructions starting with "Do the following to install the “RNDIS drivers” and the terminal application.":

https://docs.sailfishos.org/Support/Help_Articles/Recovery_Mode/

Hi,
I managed to install UT 20.04 on my Pixel 3a and after realizing that the setupusb script has been replaced with usb-moded, I also got USB tethering running. Connected to a Linux machine, everything works fine. But when I connect the phone to a Windows 10 machine, the OS does not install a driver, the RNDIS device is unknown and I haven't been able to install a driver. Does anyone have an idea what driver to install?

https://docs.ubports.com/en/latest/porting/configure_test_fix/USBModed.html#usbmoded