If you put a watered down version of a course on Udemy and then try to sell your premium course at the end, then a ton of people who go through the course will just slam you with 1 star reviews saying things like "this idiot gave us a 5 hour course where I learned a lot but now he wants us to buy the premium course on his own platform".
If you put a free course on Udemy, with intent to move people to your platform by gently mentioning a premium version of the course, you'll get the same type of negative reviews no matter how good the course is.
This is especially bad too because Udemy students are trained by the platform to only ever pay $10-15 for a course, even if it has 20+ hours of content, full time support and life time free updates. Suggesting a price that isn't $10 results in hostility and practically 0% conversions.
If you go the other route and create some type Udemy-specific mini course where you don't even talk about the "better" version of the course, and you really make it the best it can be then you end up hurting yourself because Google is going to rank the Udemy version higher than your own version, so organic traffic will be driven to the Udemy version.
You're waaaaay better off never to even step foot on Udemy's platform and just build your own audience with your own platform. Most successful courses are successful due to word of mouth, not the marketplace. That's the whole idea behind the "1,000 true fans" concept.