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Colloquially people tend to call this device "свисток or USB-свисток", although this jargon mostly applies to usb dongles shaped like a whistle, that's the word for свисток. You can also call these things внешний сетевой адаптер мобильных данных or мобильного интернета. That's your technical term for that, that covers all forms, shapes, types of connectors for these kinds of devices.