But then again, have you thought of what problems may arise when the casino, for some reasons ask you to submit your document for KYC verification, and the location on your document is not the same location your IP address have shown the casino since beginning of your registration there, and also, it happens that you are playing from a place that is restricted by the casino, which happens to be the reason why you are using VPN in the first place, don't you think this could be a big problem for you, most especially, if you have some really big amount of money in that casino??
Well, that's the problem you have to think about before actually using a VPN for gambling because by doing so, you are violating the ToS agreement. By the way, you can probably feel safe if you have a dual citizenship and your second country isn't blacklisted. Otherwise, if you are legally allowed to gamble from your location and you are just using VPN for anonymity, then I don't think it can be a problem if the location of your KYC document doesn't match the location of your VPN's IP (let's assume the location of IP you use from VPN is not blacklisted too), that won't be a problem. Simply say that you are travelling or changed work location, etc.
Everyone has to keep in mind the ToS of casino and possible risks and outcomes of their own decisions. This is the quote from Duelbits
By accessing or using duelbits.com or you confirm to be not from any banned or restricted Region. You may not access the Service from a banned Region via a VPN.