It works perfect because it is more simpler than using a fiat to deposit in a gambling sites
After deeper research I found that it's not, cause bitcoin transactions can be tracked back to IP .
Yes it can be tracked back, but it is not an issue since it is pretty easy nowadays to bypass the IP check as they are alot of IP changer application such as hola or simply use VPN
Also some Wallets are closing accounts which are used to gamble
Yes and it is coinbase, if they finds out that your transaction indicate that it is from a gambling activity, your account will be closed, anyway thats not an issue because there are alot more wallet to choose from
My main concern and question is GOV. Can they shut down our gambling sites if for example user from US use it ?
Yes they can, most gambling sites banned player from US, but it doesnt stop the US player to keep gamble because as I have written, there are alot of way to bypass the IP check
Reading about Dashpay i came to conclusion that users will be safe with privacy/anonymity .
Yes it is, its all about anonimity
But again, how to protect myself and website it's self to not get shut down.
Do The same thing the player protect themselves, but it is not a guarantee, as you might be having the officer knocking your frontdoor the next morning.
https://bitcointalksearch.org/user/micon-18106Perhaps you can ask detail from Micon, since from what I heard, he had the same issue before which makes him changes his poker sites
Its thought PD makes a hundreds of Bitcoin in profit daily so damn the money being made 
