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.
I haven't noticed; to be honest, I don't pay much attention to the TOS. I'm not sure if Cloudflare is classified as a VPN, as it masks your IP; perhaps it's not considered a VPN, and that's perhaps the reason why I haven't faced issues so far. Who knows? It's perfectly reasonable that something that isn't mentioned in the TOS can't be used against you, even if your country of residence has blocked access to the said casino.
In any case, I'd never use a free VPN that everyone could use, as the same IP could be used by numerous users in the same casino, marking you for suspicious activity.