Theoretically, there shouldn't be any problems with Impromptu and UDB, just like any other RDBMS. (On a side note, I remember that UDB DB Catalog had some performance issues with huge quantities of simultaneous Create/Drop Table statements, but Impromptu doesn't do that.
I'd try running the SQL query against a TestODBC type of a tool to see if the performance problem is related to UDB or not. Hope that helps.
Gaston