You got most things right about UDP and TCP. They both work in the transport layer of the OSI model. They are also completely different protocols, related yes but independent.
UDP is “simpler” as it basically throws data packages in to the network and hope they reach their destination. TCP on the other hand has checks in place that verifies that a data package has actually reached its destination.
It depends on your threat model. Using tor via a know vpn endpoint does make you stand out and can be used to profile your traffic. One of the main points of tor is that all users look exactly the same.
If you have e.g. one user out of a 100 using a vpn endpoint instead of some residential ip address that user immediately becomes a much more interesting target. There is information floating around in the web that state actors have control over several entry and exit nodes.