Does SOCKS5 Support UDP?
SOCKS5 defines UDP relaying, but a working SOCKS5 web request does not show that your client or endpoint supports it.
Yes. SOCKS5 defines UDP relaying, provided the client and server implement it and the network allows the traffic.
How the association works
The client sends UDP ASSOCIATE over a TCP control connection. A successful reply supplies the UDP relay's address and port. The client sends SOCKS-formatted UDP datagrams to that returned endpoint, which need not be the original proxy port. Closing the TCP control connection ends the association.
An HTTPS fetch through the same server tests a TCP connection. It does not exercise UDP ASSOCIATE or establish that a datagram can reach its destination.
Application support matters
Chromium's SOCKS5 handling covers TCP-based URL requests and cannot relay UDP. A SOCKS5 setting in that browser therefore does not provide a route for a game's or voice application's UDP packets.
For a UDP workload, check the application's documented proxy support and the endpoint's UDP capability. Then test the required operation against a destination you control. Record TCP reachability, UDP association, and datagram delivery separately so a successful first stage does not hide a failure later in the path.
An application without compatible UDP proxy support needs another routing method; changing the SOCKS5 server alone will not supply the missing feature.