Try firstly with mirror sites before thinking of VPN. If it's impossible to access all mirror sites, VPN can be considered for using but using it for which actitivities next will be important on how the casino assess your activities on their platform and your account.
Some users can use VPN without problems but the others can have big problems that come from activities beyond VPN. The support agent just said the truth, you can use VPN but if you only use it to access the site, bet normally, no issue triggered. If you use VPN to access the site, then do something harmful for the site, they will detect your activities and restrict your account sooner or later, that is only matter of time when you will be caught.