No, the Mega Modem does not support TLS connections to MQTT brokers, it only supports Basic Authentication(Username/Password). If that is your intention then you would be better off with the MQTT Gateway here:
We also have gateways specifically designed for some cloud services such as Azure, AWS IoT Core, and Losant. If you plan on using one of those cloud platforms then the specific gateways for them would be preferable to the MQTT Gateway.
We do have a 30 day return policy so you can return the Mega modem and exchange it for a Gateway.
Just for your information the Mega modem was really designed to be a modem for local software connected over USB, TCP, or Bluetooth. We thew some basic support for MQTT in there as well since we had the room but we did not have the room to support fully fledged TLS as that is resource intensive, a dedicated gateway is required for that.
If you have any other questions please let me know.