however, if you won from a local physical gambling site like from the lottery, there's always tax that you need to pay even if you are non-resident.
VPNs are an alternative to circumventing blocked sites and most people do that, the anonymous nature will never be noticed by anyone, but when you make a winning clamp and withdraw your balance to the bank, that's where it will be taxed according to the rules. Systems that have been integrated with one identity data gate will usually be monitored, especially if we often deal with money that is converted to the bank, it is different if we play physical gambling such as lottery and other gambling.
In regarding about OP been asking about taxation on winnings then its not really that much something that could happen since government couldnt really be able to trace up on whose been playing some
gambling on their vicinity specially if its done digitally, there's no way for it to be detected or could really be known.