"Кемпинг" is mostly about the place for camping. It is not a popular word in Russia and many people (the old ones) don't even know it. If you search Russia in google maps, you would see some кемпинг's in there. But we usually don't use this word in a meaning of the process of camping.
About the pronunciation, ке́мпнг is the right one. About Е or Э... Well, Э is of course better, but i guess most of russian would say E (even me, haha)
And, about camping in games. To be honest, I didn't even know it can be used this way :D I'm not really a gamer, but as I know, we call characters like that "син" or "ассасИн".
Hope it helped you somehow :D