I don't recall ever seeing a "National" data roaming option on my Nexus 5 running stock Android...
I've always keep anything with the word "roaming" in it disabled. I've gone from Toronto to Kingston with no issues. Same with Toronto up to Blue Mountain (even had LTE on the slopes!). Granted I wasn't tethering, but using data on my phone.
And since your running CM, I don't see how Rogers could tell if you were tethering or not. I know carriers like AT&T actually strip out all tethering options from the ROM and replace it with their own app so they can charge you for it.
I've always keep anything with the word "roaming" in it disabled. I've gone from Toronto to Kingston with no issues. Same with Toronto up to Blue Mountain (even had LTE on the slopes!). Granted I wasn't tethering, but using data on my phone.
And since your running CM, I don't see how Rogers could tell if you were tethering or not. I know carriers like AT&T actually strip out all tethering options from the ROM and replace it with their own app so they can charge you for it.