UDP Relay Support in Python SOCKS Libraries
Check that a Python SOCKS implementation supports UDP relay rather than assuming TCP support covers datagrams.
PySocks documents mostly supported UDP behavior. Its socket implementation handles UDP association and datagram framing. Check the installed release's API and limitations, particularly when adapting older SocksiPy code.
The server needs UDP relay support too. A working TCP request to the same proxy does not test the relay endpoint, association lifetime, or datagram delivery path.
Use the library's supported proxy-aware socket API. Changing a global default proxy does not by itself make an existing ordinary UDP socket implement SOCKS. Keep the association's TCP control connection alive for the required lifetime.