I have 2 android devices both are connected to each other via Wi-Fi direct.
Device A (Android device): No internet connection.
Device B (Android Smartphone): Mobile data available.
Is it possible to surf internet on device B while devices are connected and files are being transferred via Wi-Fi direct.
In the Android Operating System, the OS uses MobileData if and only if the device is not connected to any WiFi network. In the phone default configuration, WIFI priority is higher than the data traffic, which is from the perspective of customer service to save money,
WIFI is free most of the time, and data traffic is never free of cost, So whether the operating system or mobile APP in the WIFI and data traffic are turned on at the same time will give priority to the use of WIFI without the use of data traffic
So, the answer to your question is "No!" :/
You might say - "hey, that really sucks, why can't we use both them together?" You're right, we could and it would be beneficial. New protocols like Multipath TCP (MPTCP) are in development to try to tackle this problem. As I said, this is of great interest in 5G networks, several proposed concepts of which would involve this sort of hybrid network.