Your funds / winnings are held by us, so the game provider has no means of confiscating winnings, so I can assure you it will be safe.
There’s an issue the past that game provider itself is the one that suggested to withhold the profit by a player since the player broke the game provider ToS.
I think it’s the same scenario but the good thing about this situation is you are claiming the full responsibility if ever game provider notice the bypass on their restrictions set with their games.
Actually many casinos suggest their player the same thing (to use VPN) to bypass restriction by the providers. In this case, the casino should be the one who responsible for such a case so there should be no reason for the casino to withheld winning by players who use VPN to bypass the restriction by providers. If the casino allow it then there is an issue because of this bypass but the casino is stating the opposite, we can say that the casino is making a trap.