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I would question exactly why you are using UDP in the first place. As I said, if you want a connection then you should be using TCP. You would only use UDP specifically because you don't want a connection. If you're doing this to learn how UDP works then I suggest that do some reading on what UDP is and isn't first, because you are expecting it to do something that it can't do because it was never designed to do it. It's like you have decided to ride a bicycle instead of a motorbike and then you're surprised that you have to pedal.
I'm creating a multiplayer FPS.