I wish the name of the gambling site is included but was not mentuined in the OP and I have not seen anything like that on this thread, but according to the terms and conditions of almost all the gambling sites I have used, VPN is not allowed. He can contact the customer care if the betting site to be certain if VPN is allowed or not.

This is easy to say than done, because if gambling, someone should move to another country. What if the person is having job, family and career in his country? I do not think moving to another country because of casino I something to be considered.