Most gambling sites usually ban players that use VPN so it would be better to look for a gambling site that will be more convenient to you and your place of residency. Even if you use a VPN to hide your location, they're still able to detect it so it's better to be sure than to take the risks especially if it will put your capital at risk.
Not at all but its important to read up in regards to their TOS because there are gambling sites that had some restrictions on some countries but most of the time they arent really prohibiting countries
So this is situational or really varies on each gambling site.
WHen it comes to crypto sites that accepts players from USA then it would be FJ,Crypto.games and other known like also in my signature too which is Chips.gg.
There are lots to choose from and it would vary on what game you are really tending to hop in.