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.
If you're going to use it be sure to only use casinos that allow the use of VPN but if the casino clearly stated that you cannot use a VPN be sure to take their advice because they have a full equipt system to trace who is cheating through VPN, and they also know that so-called DNS configuration it's not really that secured compared if you are using a VPN if they can trace user using VPN they can easily trace you using that trick.