From what I gather from answers given in this post by Thomas, UDP packets attempt to take the same route out from which they came in, and only in one exceptional case (where the app-worker loses routing state), are they DSRd (direct server return).
TCP (and http/1 | http/2) connections are statefully proxied e2e, so route-deviation isn’t possible unless the proxies themselves are truly distributed and capable of handling connection migrations (unlikely).