UDP isn’t “faster” than TCP. The short of it is that TCP has error detection and retry capabilities built in, while UDP does not. If you have zero network errors across the Internet, or can tolerate errors, then UDP will be faster.

VPN cannot tolerate errors, so UDP may be faster or slower or the same as TCP, depending on the error correction protocol implemented, latency, the number of errors, etc.

There are basically no differences between UDP and TCP in terms of security. Both have no concept of “security”. Security is handled at a higher protocol level.