I would approach the casino first and ask if they allow you to use a VPN. I am from Australia and pretty much every good game provider is not available here.
I play at 2 different casinos and asked both of them if it was an issue playing with a VPN beforehand. They both said it was acceptable and have no issue with it.
I was playing at a third casino, but they didn't allow it, so I no longer play there.
My advice would be to contact support via either live chat or email and keep screenshots and records of your discussions just in case they agree, but then reneg if you try to m