Thank you everyone for helping me. After I was able to solve the internet problem in the VOXL, everything was solved. All the problems I had in the threads above were mostly because of not having internet in the VOXL. It was hard to connect to University's wifi and Mobile hotspot did not work few times in the beginning. Yesterday, I was able to connect VOXL and Laptop to my mobile hotspot and everything was much easier.
I will keep working on the m500 drone and keep asking more questions in the forum as I progress.

@Alex-Gardner Thank you. I have been trying the same instructions but I did not realize that I was having problems because of my mobile hotspot's name. Just fixed it. Thanks.

@tom The videos were super helpful and the drone worked as shown in the video.
To test other flight patterns, I want to edit the test file takeoff_and_land2.py file which I think is inside the docker images.
Can you please suggest me the best way to do it?

Hi,
I am having trouble connecting internet to the VOXL m500 drone because of my school's internet. I want to connect both my laptop and m500 drone to my mobile hotspot using station mode.
I would appreciate it if somebody can guide me through a step-by-step process to do that.

@tom Thank you for the video links. I will follow those videos.

@tom Thank you so much for explaining.

@modaltb Thank you for explaining.
I couldnot connect internet on the voxl however I downloaded the files on the computer and used adb push to transfer those to VOXL.
Then, I followed the steps to execte the example program given at:
https://gitlab.com/voxl-public/voxl-docker-images/voxl-docker-mavsdk-python

The motors (without propellers,For Safety) did spin on the drones so I assumed the drone can fly autonomously using sample program provided in MAVSDK Python in Gitlab page mentioned above...
However, when I connected the QGroundControl and tried connecting the Transmitter (DX6e, recommended with m500 in the website),it says manual control lost.
Until Yesterday, I used to use the manual and position flight mode with the transmitter in the QGroundControl flawlessly but now I cannot connect the controller. "Manual Control Lost" appears on the screen.
I am trying to connect the transmitter for Manual Kill Switch Mode.
I have attached the picture of the problem below. Please let me know what could be the problem. Thank You.

update:

Hi Tom,
Using your link I was able to clone the files. I generated the SSH key for Gitlab to clone via ssh, it didnot work. Is there any difference between the outcome of the file and their storage location while using https vs ssh?

I proceeded forward with using MAVSDK in python using Docker container and followed the steps at:
https://gitlab.com/voxl-public/voxl-docker-images/voxl-docker-mavsdk-python

In the step - Pull the image, I received error. The error is shown below:

Please help me solve this error.

Yes it worked. Thank you so much!