How do I direct connect via Ethernet two Windows machines and keep their connection to the internet via WiFi?

Question

I have two Windows 10 laptops connected to the same router over WiFi. They can access the internet and can see each other in Explorer, file sharing works fine. I can ping one machine from the other one using its workgroup name or an IP address assigned by the router.

I want to be able to connect the laptops directly via Ethernet to speed up file sharing (sometimes I watch films from one laptop on the other one, and WiFi is not coping).

So far I used advice from this and this answers. Adding metrics to the Ethernet adapter did nothing. Setting it for WiFi changed the metric for the default route:

Network Destination        Netmask          Gateway       Interface  Metric
          0.0.0.0          0.0.0.0      192.168.0.1     192.168.0.11     10

I set up TCP/IPv4 settings on both laptops to use static IP addresses from the 10.0.0.0/255.255.255.0 space. I also added a route on both laptops that looks like it should've prioritised sending direct requests to 10.0.0.x addresses via the Ethernet interface:

Persistent Routes:
  Network Address          Netmask  Gateway Address  Metric
         10.0.0.0    255.255.255.0         On-link        1

Still, I can't even ping one laptop from another using their 10.0.0.x IP addresses. What am I doing wrong?