I don't know how it works but I've changed my DNS servers multiple times myself and that didn't work for me and that's why I also considered using VPN to visit some casino sites that are blocked for me. Even, the free vpns work with good enough speed and that's why I don't think there's much need to purchase a VPN subscription if it can be used for free and works at the same time.
Did your country getting blocked by casino or not ?
It's the blocked came by your country or ISP and not from casino. If casino blocked you, meaning your country are in the restricted list based on their term location is called geo location blocked. You're not allowed to access them, even using VPN.
If you getting caught, you can get a trouble (your fund could be getting locked) too. Always make sure your country is not in the restricted list.