yes I use vpn always, because I go to blocked sites by my provider, everyone uses vpn.
Only few people do this and most of the time user like you that resides on restricted country risk playing on casino that you knew restricted you on playing.
You will never access this casino if you will read the casino ToS that stated they have the right to ban you if you are residing on country that was listed on restricted country or your country itself doesn’t allowed online casino.
No one will support you knowing that you violated the casino ToS. Getting back your deposit is your only choice here.