sudo apt-get install dnsmasq-base

1 Terminal: nm-connection-editor
2 Add a shared network connection by pressing the Add button.
3 Choose Ethernet from the list and press Create.
4 Click IPv4 Settings in the left.
5 Choose Shared to other computers by clicking the Method drop-down menu.
6 Enter a new name like Shared WiFi LAN as the Connection name at the top

Find the IP of the Pi on Ubuntu:
cat /var/lib/misc/dnsmasq.leases

Login to Pi:
ssh pi@IP

https://raspberrypi.stackexchange.com/questions/3867/ssh-to-rpi-without-a-network-connection
https://rhnvrm.github.io/2016-08-07-share-wifi-via-ethernet-gnome-3-20/