I'm hesitant to involve coinbase since they've cut off gambling transactions. I agree that an exchange is better for me, i just don't know enough about this to trust a person to person exchange (even if that person has high reviews)
If you buy the bitcoin through Coinbase, but move them to blockchain, then it has nothing to do with Coinbase anymore what you do with your bitcoin. I wouldn't use your Coinbase account to gamble, but you don't plan to do that anyway
This ^
And use Shared Send when sending from Blockchain.info wallet to your desired gambling website, this way your coins are mixed and Coinbase is unable to track them.