Using VPN is not a problem, what concerns me is fact that "By using the Website you confirm you are not a resident in a Restricted Jurisdiction." - in other words if you are resident of a given country and use VPN just to have access to the website, you break the rules. I am not sure what could be the consequences, but I guess they may block account (and funds).
The list is indeed quite big and my country is also on it but I went into livechat and they confirmed that VPN's are no problem at all. So they will not block your account if you try to access the page using a VPN.
I hope you have it written somewhere, or at least you have the screenshot. But on the other hand they will not block users who give them any kind of profits and not misuse the service (duplicated accounts, self-ref etc).
It looks like Betfury created this point of the rules to shift the responsibility to the user since it also states that they cannot verify the legality of using the Betfury site in every jurisdiction. In any case, you shouldn't worry about it because Betfury and many other users have already written in this thread that the use of VPN is not prohibited. By the way, here is Betfury's
post, and I think this can be used as an argument if some kind of controversial situation arises due to the use of VPN.