> I would like to better understand why my combination of marked packets and SOCK5 proxy are not fully working for certain UDP traffic

I think UDP support for SOCKS5 proxies and clients is very spotty, especially beyond DNS. Probably some bugs out there. That might go for UDP in more or less esoteric container networking setups too...

If everything else fails, I've had the least hassle with socat, as well as just chucking workloads in full vm (if in container with --network=host) and using ip routes and policies.