In general, using a VPN for sports betting and gambling is legal if such an activity is allowed in your country or state. At the same time, the legality of online casinos and lotteries varies, as every country has its own laws and regulations in this regard.
No, it's not illegal to gamble with a VPN. By using a VPN to access gambling sites, you are simply protecting your online traffic from being tracked and ensuring that your personal information is kept secure.