ELB also does not support UDP , only NLB does.

In the context of Amazon CloudFront, you can use CloudFront for on-demand streaming of media files that you've transcoded into the Microsoft Smooth Streaming format. To distribute Smooth Streaming content on demand, you have two options: As the origin for your distribution, specify a web server that can stream files that have been transcoded into Microsoft Smooth Streaming format. Enable Smooth Streaming in a CloudFront distribution. Smooth Streaming is a property of cache behaviors, which means that you can use one distribution to distribute Smooth Streaming media files as well as other content.
Reference:
http://docs.aws.amazon.com/AmazonCloudFront/latest/DeveloperGuide/on-demand-streami ng- smooth.html

Explanation
Ref: https://docs.aws.amazon.com/vpc/latest/userguide/vpc-nat-gateway.html
"A NAT gateway can support up to 55,000 simultaneous connections to each unique destination. This limit also applies if you create approximately 900 connections per second to a single destination (about 55,000 connections per minute). If the destination IP address, the destination port, or the protocol (TCP/UDP/ICMP) changes, you can create an additional 55,000 connections. For more than 55,000 connections, there is an increased chance of connection errors due to port allocation errors. These errors can be monitored by viewing the ErrorPortAllocation CloudWatch metric for your NAT gateway. For more information, see Monitoring NAT Gateways Using Amazon CloudWatch."

https://aws.amazon.com/premiumsupport/knowledge-center/elb-capture-client-ip-addresses/