To my knowledge,,, most sportsbooks do NOT lock your account because they all have geolocation restrictions but they still want you to play, so they will let you use VPN if you need to access a website. I have never heard of casinos locking for VPN I have heard them locking for multi-accounting and that is a different thing.
how can they know you multi account if you use a vpn?
There is no chance to catch if you use a vpn.
If you play Matched betting and if you have a single set of accounts it's not prohibited. Although most of the online casino sites don't like opening multicount but they also do not take any action against it.