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If your intention is to bypass the hotspot limit, then, afaik, you can't with your above method. The VPN hides your web-traffic from the ISP(eg for you to be able to visit MCMC-banned porno-sites like pornhub) but the ISP still auto-knows you are hotspotting from a laptop.

The masking of hotspot data use to bypass the hotspot limit must be done at the phone side, not at the computer/laptop side. Need to be a tech-geek to do this, ie to beat UMobile's filtering/QoS software and Deep Packet Inspection team.
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In that case, afaik, it will depend on your VPN service. Only the more expensive ones give you unlimited speed and data. Those free ones limit your speed and data, eg can only use 500MB of data per day.
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VPN will only make your online gaming worse because you are adding another server to your Internet connection.

Online gaming requires a latency or ping or input lag of < 50 milliseconds. Otherwise, it is practically unplayable due to the lag. < 50 ms = the distance between the player and game server must be < 1,000 miles. In your case, ie with your location in Malaysia, the game server should be located nearby like in KL, Singapore, Jakarta, etc, and not in China, HK, Japan, SKorea, Europe, USA, etc.

For online gaming in 4k/2160p video resolution, you need > 32Mbps, similar to the requirement in Google Stadia = better to use 1080p = only need 8Mbps.
....... The smallish 6" screens of h'phones do not really need > 480p, except for use with VR/AR headsets.

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https://www.avg.com/en/signal/mythbusters-v...really-need-one - Mythbusters: VPN for Gaming – Do You Really Need One? - by Sandro Villinger on February 28, 2018
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PUBG has a game server located at Singapore. ....... https://www.thumbsticks.com/where-pubg-servers-located/
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Call of Duty also has a server in Singapore. Maybe got network congestion at UMobile and the game server. Better to subscribe to Fiber Internet for online gaming(= lower latency and little network congestion) or wait for mobile 5G. .......
https://twitter.com/netduma/status/1172558559453896705?s=21

P S - UMobile mostly runs on LTE Band 7 = 2600MHz, which is easily blocked by walls and heavy rain. Make sure your mobile device is facing the open air.
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https://www.digitaltrends.com/gaming/e3-201...mobile-preview/ -  Call of Duty: Mobile is the best shooter I’ve played on a smartphone By Matthew S. Smith -November 21, 2019

This review says OK.
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At this ping test website, https://gameserverping.com/cod-modern-warfare , my UMobile GX50 is getting about 200ms for COD: Modern Warfare from the nearest available server in Australia.
....... Even with PUBG's server in Singapore, I am getting about 100ms.

So, UMobile 4G is not capable of online gaming likely because UMobile has slow DNS servers. Maybe you should try Google's DNS servers. ( https://blog.archit.in/2012/02/google-publi...locations-list/ ) ( https://groups.google.com/forum/#!topic...nce/rHaVZMtgyrU ), ( https://en.wikipedia.org/wiki/Google_Public_DNS ), which are available for KL locations.
....... Likely, Maxis 4G and Digi 4G should be better.

Other ping test websites are likely not as accurate.
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