I wouldn't play with VPN since it's breaking their rules, I'm really looking to solve this. It's really sad when you want to play on specific casino but there's a barrier obstructing your desire. I know there's an alternative casinos, but I have some personal reason to play in specific casino...
If there is a block, then it is because access to this casino is illegal.
Even if for the casino it isnt illegal for you to play, for your country this is an infraction and if the casino allows you to access via VPN, he will suffer sanctions, which is why they block the use of VPN as well.
There isnt simple solution for your case, unfortunately.