Transporting UDP Tunnels over Tor
According to the Tor Project: 
Tor transports data over encrypted TLS tunnels between nodes, which is in turn carried by TCP.
The current Tor design does not support the transport of UDP-based protocols through exit nodes in the network. This is unlikely to be supported in the near future due to incompatibility with cryptographic protocols in use and those planned.
The consequence is that UDP-based protocols and applications cannot be used to transmit UDP datagrams between guards and exit nodes in the default environment, for example, some VoIP or video applications. 
Transporting UDP Tunnels over Tor with a VPN
A solution to this problem is to use a tunneling protocol. In simple terms, this allows a user to access a foreign protocol or network service that the underlying (Tor) network does not support or provide directly.
The tested and working method in Whonix is to utilize a Virtual Private Network (VPN) with a trusted provider that does not block UDP traffic (User -> Tor -> VPN -> [Other Anonymizing Network] -> Internet). Some VPN protocols such as OpenVPN may use UDP while implementing reliable connections and error checking at the application level. 
Please first read the related VPN documentation and warnings:
- Tor Plus VPN or Proxy.
- Whonix VPN disclaimer.
- How to connect to Tor before a VPN (
- Tunneling comparison table.
Before following the instructions to tunnel UDP over Tor.
The current Tor architecture may cause negative performance impacts on user activities. This arises from high latency due to congestion in the network, queue length on nodes (mixing of traffic across multiple nodes), and TCP mechanisms which attempt to account for lost packets and hold delivery of future packets until a resend is complete. 
Understand that adding a second connection in the tunneling chain adds significant complexity. This potentially increases the user's security and anonymity risks due to: misconfiguration, the increased attack surface of secure tunneling software, the difficulty in anonymously paying for VPN services, and potential bottlenecks with VPN providers. Depending on the configuration, this may also increase fingerprinting risk, remove stream isolation of activities, and lead to a permanent destination X in the Tor network. .
Whonix recommends the use of OpenVPN as the most secure (SSL/TLS-based) protocol, rather than reliance upon IKE, L2TP/IPsec or PPTP. OpenVPN is considered extremely secure when used with encryption algorithms such as AES. 
A dedicated virtual machine is recommended for this activity, see: Multiple Whonix-Workstations.
- Other VPN implementations may also be useful, but they have not been researched yet.
- Also read the Tor Project warnings here: https://trac.torproject.org/projects/tor/wiki/doc/TorPlusVPN
- IKE is being exploited by advanced agencies to decrypt IPSec traffic. IPsec configured with pre-shared keys is vulnerable to MITM attacks. PPTP is an obsolete method for VPN implementation with a host of security weaknesses. For further reading on adversary capabilities against VPN protocols see: http://www.spiegel.de/media/media-35515.pdf
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