Certain mobile phone manufacturer requires their customer to enable the OTG function for their USB port for their hardware. Some manufacturers have the OTG function disabled by default. You may want to check the SETTINGS and confirm the OTG function has been enabled.
For the Sony mobile phones
You may try the below:
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Settings => Xperia Connectivity =>USB Connectivity => Detect USB Device
If this is not enabled, enable it and see if it works now.