If you are using a VPN, maybe I can advise you not to change the IP address on your VPN too often because that could raise suspicion from gambling sites.
Maybe to use a VPN, you can use a premium VPN which has a large list of IPs so you can try it and it can reduce the number of people using the same IP because premium VPNs are more private.
But it's better to avoid using a VPN if you can access the site well to avoid the suspicion factor of gambling sites.
It is a bit more about the nation you are using it from. I mean if you are changing your IP but do it somewhere close, you could at least have an explanation for it. But if you are doing Brazil one week, Australia another, Japan another, Nigeria another and Norway after that, it is going to be hard to explain that to a casino.
In any case, if you are using VPN, you are basically doing something that keeps your IP away and that means you should be ready for anything that may go wrong. I personally believe that we should just avoid it all together if we can but people like me have to use it. In that case just deposit small by small amounts so that you wouldn't worry about it if you lost it.