May I know where do you access the site from that they suggested you to use Asia VPN?
Though there are ways to connect our smartphone to our PC and let it works as a webcam [that'll solve your non-web cam PC issue], let me try to reach their support and get a better insight. If this is just a small misunderstanding and you can re-perform your KYC, I am sure you can either try that smartphone-as-a-webcam method or perhaps do a manual KYC, if their site allows it.