I think using Tor is different from using a VPN, although i think using them is considering as using a 3rd party software for location masking.
Using Tor will assure you full anonymity but not to forget that it's somehow hard to be anonymous when using a centralised service with money.
Even some websites seems not taking so much care about users logging in with VPN, an ID verification is expected to happen for a reason or another like withdraw big amounts or deposit money from suspecious source, authorities may ask the platform to freeze your balances until further verification and you will lose your money tough .
It is true that using VPN in a site that requires KYC when you withdraw is useless. It is considered as using third party software when you use another program to access the site. The best option is not to gamble in a site that won't let gamble any person from the countries that are on their list of countries not allowed to gamble.