I found this incredibly simple way to connect oDroid XU3 to Pixhawk. Business as usual for the TCP over 4G part. @Bernt: TCP is 100% OK; and seems fast; UDP is work in progress, but I really can't find why my XU3 shouldn't support a software that can handle it. (any suggestions?).
1) Take a USB cable and plug in both devices like shown here:
2) Access to your Odroid XU3 and type:
dmesg | grep tty (#identify pixhawk)
mavproxy.py --master=/dev/ttyACM0 --baudrate 57600 --aircraft 4GmetryCopter