Perhaps you'll never face any issues, provided that you're not abusing the system in any way or using a free public VPN that may have been used by other users as well.
From my understanding and some post I have came across so far, if a gambling site doesn't specify in their TOS about restrictions/prohibition of vpn then there is nothing wrong with using it, but if they specify and still permit then it could be that your country of access is listed on the site and your location should fit or suits with the country of accessing from. With this there will be no issues and the casino wouldn't hold any issues against you neither would they restricts you from having access to your funds, though for me to avoid drama it's actually good to avoid it entirely.