Anyway I want to ask to @OP how long you have using this method to play in blocked sites and how much you've deposited/wagered, the last thing do you ever faced a trouble e.g. your account got terminated or got asked KYC?
I didn't playing yet, I just exploring and reading how is work. for dns I using it several time when access reddit and binance, I still don't have problem, I still trading and binance don't ask me kyc about a year.
I've heard stories like this before but I'm not sure if it is real or maybe they only try to scare the people that uses a VPN just to bypass the blocked sites and if it's true then why do we have a good quality of VPNs? VPNs that are premium or for sale like Nord VPN , hidemyass and others. They won't become popular if they are shady but I know there are fake VPN and they are the ones that are dangerous because the things that you said above can happen to them.
I don't mean to bankrupt the VPN company when creating this thread. but out there are many people who can't afford to rent a VPN, this is the solution.