Most casinos will allow you to keep gambling with them as long as you lose money, but if you were to get lucky and won a substantial amount, you can be sure your account will be closed on the grounds that you have broken their TOS, and you will not be able to do anything about it as it is true, so if a person thinks they need to use a VPN to gamble at a casino in which this practice is forbidden, they need to reconsider as the consequences can be grave.
So using VPN and win huge money can makes us worry because you are broken their TOS and they can do all things to your account. That is the risk if you still playing gambling at the casino that block your access to visit the casino so you must stay away from the casino before that things happen to you. We don't know when we will win huge money so make sure you are in the right casino which is not break any rules. If you can do that, you can withdraw your win money without having a problem so you can enjoy the money.