Of course, you should never trust the rule that a casino allows the use of a VPN.
Nope, if that is on the rules like on their TOS, then we are allowed to use a VPN. Other casinos may announce they allow but in the TOS it's not written. I think they really need to emphasize it already as this VPN has been a problem now and some casinos used it to scam users and point the issue into violation of the terms.
VPN should be fine, why would they prohibit use if we just want to achieve privacy, although we follow the KYC procedure and we are known to them, we still have the right to keep our privacy by using a VPN, as long as it's in the TOS (allowed) it shouldn't be a problem.