Lower the chances of letting this happen to you mate, and that's by

1. Using only highly reputable online casinos, stay away from casinos that are not available through this forum.
2. Go through the online casinos ToS (Terms of Services) before doing anything else.
3. If possible to pass KYC verifications before you start using the casino then do it, though some won't make it available until you win big.

I would stay away from using VPN services, things will get more complicated when you are asked to drop your information like national ID card and your location isn't the same as your information says, you will just make things a lot harder for yourself.