How CORRECTLY to work with the GSM module?

Question

mobile connection

The task is as follows:
There are several connections - up to 5. All of them go through one GSM-module. That is, for example: there are 5 open connections, and everything that came to each socket must go to each interface bound to this socket.
The question is what is best to use: the PPP protocol or follow AT commands, polling each socket. Or some other option.
My friend and I are already in a stupor. We tried various AT command algorithms, but they all have a lot of flaws, namely, that if data starts pouring into each socket at the same time, then some of the data is lost in places, which is very, very critical for the task.