Honestly, I've learned more from YouTube, Reddit, and Discord than my 3 years at accredited Universities (2 years of Computer Science at Texas Tech University and 1 year of Arts, Technology, and Emerging Communications at the University of Texas at Dallas). I didn't graduate so you can take everything I say with a grain of salt, but I found the courses very generic.

For me, starting a project and figuring out problems on my own with help from the development community is much more rewarding and lasting than taking a class that doesn't apply to yourself and spending thousands in the process. I've never tried Udemy but I imagine it's similar to the tutorials Unreal Engine and Unity post for free but with more guidance.

My advice is that if you want to be a AAA developer you'll need a degree. Otherwise, work on building your portfolio. Selling assets on the asset store or working freelance on Fiverr etc. are great ways to make a name for yourself. Most Indie companies won't care about degrees but instead your aptitude and experience for the position you're applying for. Having a back up degree that can be applied outside of game development is also very handy as it's a shifty business.