At least, that is works for me. I do not have a problem changing my DNS and using Cloudflare and I can visit many sites, not just gambling sites. If you really do not know what you want to do, I suggest you not change the DNS on your devices, especially if you are worried something bad happens to you.

I guess it is allowed to change DNS to playing gambling and the casinos can accept it unless your country blocks them. If that is the case, you really need to stay away from the casino and never try to visit them, even using VPN.