At most cases, most ISPs are not blocking the use of the VPN service. That's the purpose of using VPN in the first place. Just a little tweak then VPN should run smoothly. Even in the office, anyone can use VPN as long as users can find a way to install the program on their respective work station.
ISP banning gambling sites are not common on several countries unless the country has a strong stand against gambling and treating it as illegal.
From what country you from?