If you think it's unsafe for you to use VPN in your country then don't risk doing that because things may not really appear the way you expected, sometimes using VPN may not be reliable hundred percent since you may not know when there are network glitches and the app you're using got disconnected without you knowing, i want to believe there are more experienced users that can attest to this and the risk that may be involved.
If the VPN network is disconnected then it can be reconnected then it can resume trading.
But the problem for me is KYC when every centralized exchange always applies KYC while your IP and Country identity is different then it will be a suspicion of the platform against your account then try to avoid this because I am sure it is not about casinos that are restricted to certain countries but for many people trading is still free without VPN.
If you usually use a local IP and then use a VPN, your account may be frozen for a while from exchange prevention.