Everything with the local setup (usgn.dat and firewall rules) must be fine, otherwise the login itself wouldn't work. All you do on client side is simply logging in with your account. The rest of the verification happens on the server.

That you're using your phone for internet is a very interesting point though. It totally depends on how your phone carrier's mobile internet works. If you do not have a static IP but an IP which changes all the time, then you're screwed because the verification is IP address based and won't work then.
You can easily test that by calling
http://www.unrealsoftware.de/usgn.php?s=ip
several times (maybe with a few minutes delay inbetween). If the IP changes then the U.S.G.N. verification won't work with your connection.
If it doesn't change it may still be related to the way how the carrier handles mobile connections. It's also very possible that the same IP is used for many devices which could also lead to problems.

Do you have any other way to connect? If yes, you should try it. Btw: A phone connection isn't really suitable for playing fast multiplayer games because it adds a significant amount of latency, giving you a big disadvantage.