VPN is a very bad idea for gambling because sites detect duplicate ip for various user. The best is to use a dedicated server which its own ip address.
This is not a problem anymore, from what I know gambling sites detects if the user is using vpn or not and they can quickly ban the user. And from I know some gamblings sites have it in their rules that using vpn while going to their site will be awarded with a permanent ban. This might look a bad punishment but you know this users are up to something if they are using vpn they might be using multiple accounts or they belomg to countries that are ip blocked from uaing gambling sites.