And where do you live in such a place where you are under pressure if you trade cryptocurrencies? Or anyone on this forum can tell me any place where laws aren't crypto-friendly? If yes, then also quote from the law.
If you plan to use something, prioritize VPN over proxy because it encrypts and secures all the network traffic. Also, when choosing VPN, be 100% sure that you choose the one that offers unique IP address. When you use regular VPN and exchange sees that sometimes you log in from IP X, sometimes from Y, Z, etc, it does make you look suspicious for them. Their security is like a user must log in from certain IP regularly. New IPs everyday makes it hard for them to understand which one really belongs to you.