Binance does have a 'DEX' but there are some serious doubts about it actually being decentralized or not.
I thought it had been comprehensively proven that it wasn't. I think it is in theory non custodial but it can reverse transactions and block people.
Binance Chain only has a handful of validators so it's completely permissioned. It actually gets much worse than that, too. It's fully custodial.
This is how it works:
“All XRP issued on Binance Chain will be backed 1:1 by native XRP sitting in a publicly disclosed address that can be monitored by anyone at all times,” said Binance CEO CZ (Changpeng Zhao).
Binance DEX traders are just trading tokens issued by Binance. Binance holds all the real assets in custody. It's all a big gimmick.
I use a VPN for various things and it often breaks or I forget to use it. I guess if you have a VPN with a firewall that disconnects you when it disconnects you should be OK. Windscribe does this I presume others do.
Yes, definitely use a VPN that can block outside client-side traffic.
I use Private Internet Access. Under privacy settings, always keep the "VPN Killswitch" on.