Don't worry, no bookmaker or anyone else will ban you for changing dns to 1.1.1.1 or 8.8.8.8 (google dns) or whatever else. This method just helps to access sites if your ISP block them, it's not hiding your real IP in anyway. Just make sure they allow citizens of your country to play.
In my coutry goverment banned access to all foreigh gamblings sites, but its still legal to play everywhere so I’m fine.
And what exactly is preventing the site from ID'ing you and asking for KYC info?
That's the part that I'm missing.
Sure, using this method in and of itself is not prohibited by any means. But if you were from a banned country, then that is clearly going against what their terms and conditions say and they will probably not accept your withdrawal request if they do choose to verify you.