I am trying to access Kali and games when I am between classes at school.
Unfortunately, my school blocks traffic (both TCP and UDP) on all but a few
ports (such as 21, 3128, 5190, etc, 80 and 1080 are NOT permitted - an https
proxy is used on port 3128 for web data).

I tried setting up a Socks5 server on my computer at home on port 3128. It
worked beautifully for TCP data, but UDP does not work. Kali (a UDP
application) natively supports Socks5, but for my games, I tried using
Freecap (http://www.freecap.ru/eng/download.html). The newest version of
Freecap supports UDP tunneling (I tried using it at home on my LAN and it
worked), but it does not work when I am at school or even at a friend's
house.

I heard that UDP transversing through Socks5 does not work through NAT. If
this is the case, why doesn't it work? Is there a program that can
"convert" UDP packets to TCP (that would slow things down, of course), or
use some kind of proprietary method for tunneling UDP?