I'm not sure about the VPN bit. When they responded to an inquiry last year from the NYAG, Coinbase said they did not limit VPN usage. Only Bitstamp and Poloniex did/do. Kraken didn't respond to the inquiry:
I wouldn't trust them not to throw a hissy fit. I've seen many a thread like this -
https://www.reddit.com/r/BitcoinMarkets/comments/8119bu/warning_do_not_use_vpn_with_coinbasegdax/It's also easy to forget you're using a VPN. I regularly use the inbuilt Opera VPN to nick films and that place's default location appears to be Ukraine which is not on their approved list. One mistaken login and it may be account closure time.