Recently many countries around the world are now introducing gambling taxation on it citizens and even charging betting houses and casino's some amount of money to operate within it jurisdiction, and recently my country just introduced a 5% Revenue sharing and taking from both betting houses and gambler's winning and this news make me to ask why the government takes such money from gambler's but won't protect the gambler when their is troubles with the betting house.
Because we have loads of cases where gambler's win some huge amount of money and the casino refusing to pay and when reported to the authority you here such things like the casino is not licenced by them or they don't have control over the casino case, the government is only interested in the tax and not protecting the interest of it citizens.
It's on you if you're going to bet or play in a casino that's is not regulated by your Government, your winnings would only go in vain.
If you're a gambler for a very long time, for sure you know the risk of playing in an unregulated casinos, compare to the regulated one. To solve your problem, why not just play on the regulated one to lessen the problem you're going to encounter in the future. And regarding about the taxation, I believe it's pretty normal especially most of the Government required tax especially to anything that generates a lot of money for them to get "benefits" on it not mentioning the Government are full of corrupt politicians.