If you can not withdraw your money without KYC, there is risk that you will lose your fund. Because KYC can be approved or refused and your fund will be locked there if KYC failed.
Take care of your fund safety and ability to withdraw it is more important than using it to bet, win big and at the end you won't be able to withdraw it. It will be like amplification of your pain when not only initial capital is locked but your big win is confiscated too.
So before you deposit your money, if a casino requires KYC, let's do KYC successfully before making your deposit and start to bet.
Yes, that is right so make sure you follow the instruction and wait for the next from them. As long as you don't do anything suspicious or illegal thing, the casino will approve your KYC and they will allow withdraw your money.
You don't have to wait to withdraw the money if you win big. Do that immediately and quit gambling to enjoy the money. If you have a will to continue gambling, there is no guarantee for you to win more money. So it is best you can adapt to the current situation so you do not get a problem.
We must read the TOS before depositing to understand that they have rules that are different from other casinos. That will prevent us from making a mistake.