No sure if VPN usage is worth the risk. This is how one's account gets linked to a number of strangers he has no idea about. Imagine risking your money, making some good profit only to be blocked due to VPN use. And trust me, those game providers do way more tracking and information gathering than we know.
I at one time the slot demo mode temporarily disabled in 3 of my unverified accounts of different casinos because I had gone past the limit in one casino (to be fair, I was so bored and Idle that day)

There's always this chance when you're using a free VPN, however, the probabilities of it happening are quite slim, but possible nonetheless. If you want peace of mind and also use a VPN, you could get a simple subscription, they don't cost that much anymore and you're basically eradicating this probability. It might be worth it, as it may save you the trouble of explaining yourself one day. I personally use free VPN services and/or Cloudflare private DNS, Betpanda which is restricted in Greece works fine with it.
Yes, but it's another added cost for us, and I don't know how you guys frequent using VPN. I will admit that I used it occasionally in gambling and also in my business. But if given the choice to play in a casino, I won't push that and I don't want to take the risk.
But it's good that Betpanda is one casino that is open to using VPN because they know that there are players who travel or some guys are not available to us and restricted but we want to play that slot games because that is one of our favorite games.