What i want to say is that the use of those 3rd part software isn't appropriate when interacting with gambling apps even if they seems not to take too much care about it for the present or doesn't mention it in their "Terms and Conditions" simply because 'Who knows what might happens'. Please avoid using them !
No matter what we say a lot of people will still use it since gambling sites are sometimes lenient when it comes to their own rules and accepting more players just means more profit to them.
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.
I agree, basically it's like ymmv but imo it's better to play without a VPN knowing that you're not breaking any rules.