Reference Material:

https://docs.aws.amazon.com/vpc/latest/userguide/nat-gateway-troubleshooting.html
"Problem
Some of your TCP connections from instances in a private subnet to a specific destination through a NAT gateway are successful, but some are failing or timing out.
Causes
The cause of this problem might be one of the following:
The destination endpoint is responding with fragmented TCP packets. NAT gateways do not support IP fragmentation for TCP or ICMP. For more information, see Compare NAT gateways and NAT instances."
https://docs.aws.amazon.com/pt_br/redshift/latest/mgmt/connecting-drop-issues.html
"...When there is a difference in the MTU size in the network between two hosts, first make sure that your network settings don't block path MTU discovery (PMTUD). PMTUD enables the receiving host to respond to the originating host with the following ICMP message: Destination Unreachable: fragmentation needed and DF set (ICMP Type 3, Code 4)."