OP can simply use an electrum wallet but even if he uses exchange<=>Electrum<=>Casino still the exchanges will find the transaction based on tracking and will freeze the account especially the coinbase.
Seems yes, maybe the user may set the table like this : exchange<=>Electrum<=>Mixer<=>Casino, vice versa
Using a private wallet can solve the problem of tracking by the government so they do not have to worry if the government will know what they do with their coins.
Using electrum can be another solution for people who want to keep their coin without any tracking from the others.
idk the means of private wallet, but when using electrum all can be tracking furthermore when send fund to centralization exchange (KYC).
By using Electrum you can avoid taxes even if you do then its evading not avoiding there is a hige difference between that. Using Electrum can avoid the account getting frozen but if the casinos also against the country where you are living and the prohibited users then its don't gamble at all.
the government can track it from an exchange. so, the user with a restricted country must be thinking first about how to. when using Electrum wallet is not necessarily untraceable, they can do that by seeing from previous transactions, I'm not scaring you but trying to make you be careful.