I think we're on the same page. My point was I think it's too complicated to do all of those steps (and likely more) just to "switch" to UDP. You could instead make all of that part of the Web UDP application, which is no less complicated, but then you are removing one step of switching applications/protocols midway through.

I guess what I'm trying to say is UDP could work, but I think trying to bootstrap the initial connection/session info with HTTP is probably going to be FAR more trouble than it's worth.