This paper presents a novel high-fidelity and low-latency universal neural vocoder framework based on multiband WaveRNN with data-driven linear prediction for discrete waveform modeling (MWDLP). MWDLP employs a coarse-fine bit WaveRNN architecture for 10-bit mu-law waveform modeling. A sparse gated recurrent unit with a relatively large size of hidden units is utilized, while the multiband modeling is deployed to achieve real-time low-latency usage. A novel technique for data-driven linear prediction (LP) with discrete waveform modeling is proposed, where the LP coefficients are estimated in a data-driven manner. Moreover, a novel loss function using short-time Fourier transform (STFT) for discrete waveform modeling with Gumbel approximation is also proposed. The experimental results demonstrate that the proposed MWDLP framework generates high-fidelity synthetic speech for seen and unseen speakers and/or language on 300 speakers training data including clean and noisy/reverberant conditions, where the number of training utterances is limited to 60 per speaker, while allowing for real-time low-latency processing using a single core of $\sim\!$ 2.1--2.7~GHz CPU with $\sim\!$ 0.57--0.64 real-time factor including input/output and feature extraction.