I remember this before when I was promoting a signature campaign, a gambling company. I can't directly send from the gambling website to my local wallet (Coins.ph) because it warned me once and I received a notification the same as OP said that it might freeze my account which is the common problem of the centralized wallet or exchange.
But my problem was solved when I used the Electrum wallet, from the gambling wallet to my Electrum wallet, and then send it to my local wallet.
It might work in that way if you will try this option, it's ideal if you're looking for the cheapest transaction fee. But if not, find an exchange platform that didn't prohibit transaction that comes from gambling wallets or better read the terms of service to avoid such violation. This way, it's easy to transfer your fund to your local wallet using altcoins like XRP and convert it to fiat.
That's good for you since since they only check the transaction itself. Other service these days might perform more thoroughly check (e.g. history of address used for deposit or check all transaction until X hop).
Anyway if it really happens then the answer to use a decentralized wallet like trustwallet.
I don't see reason they would say thing like this.
Trust wallet is not decentralized wallet, although its labeled as non-custodial, being a closed source is a huge factor that it should not be called as "decentralized wallet". Although it houses different tokens/altcoins for "decentralized" finance and exchanges but it still not a decentralized walllet.
Additionally, trust wallet connect to their own server to get transaction history and broadcast transaction.