I have an app that allows me to tether my phone to my PC via USB and use the internet on my PC. However this lite/free version does not allow me to connect to secure web sites (https) and does not have UDP support. Would this make it so I can not connect to some video games? League of Legends and RIFT will not let me log in. It just times out on RIFT, which is also what it does on https websites; it waits a while, and times out. It also times out on League of Legends, waits a while but the error it gives me is that my password is wrong, which it is not.
Bought the app's full version, problem fixed. Most games use secure servers (https) to log in, which is exactly what the lite version of the program was blocking.
Easy fix, was only $10. Worth it.
The timeout issue you are having could very well be because of your ping times. Real time gaming is pretty much impossible with mobile internet.