Methane gas hydrates (GHs) are polyhedral crystalline guest-host materials found under high pressure and low-temperature conditions which can serve as an energy source. Previous work on methane GH material physics was limited to simple linear models, which only involves second-order elasticity. However, this is not fully suited to high-stress load conditions in technological applications and fundamental material physics. For other material systems it has been demonstrated that third-order elasticity and pressure derivatives of second-order elasticity have a strong and hence significant correlation. To narrow a critical theory-simulation gap in gas hydrates materials research, in this work we expand prior work from second-order elastic constants (SOECs) to third-order elastic constants (TOECs). By using the open-source Python tool Elastic3rd and the DFT calculation software Vienna Ab initio Simulation Package (VASP), we found that the non-linear fitting involving TOECs gave a better overall prediction and a smaller root-mean-square deviation on pressure-strain evaluation when compared with linear fitting. In addition, the non-linear fitting provides robust results on the piezo-effect on the shear constant C44 and the ductile-to-brittle transition (P=-0.5 GPa). These results are not achievable from previous work based on a linear model and these findings prove that non-linear models, including TOECs, are needed under high pressures. In addition, this research includes a detailed analysis of the calculation of TOECs and mechanical properties to study pressure stability limits and ductile-brittle transitions. Together the results, findings, and analyses from this work are a novel and significant contribution to the material physics knowledge of gas hydrates and hydrogen-bonded crystalline materials.