Yes, technically you can play Blue Protocol with a VPN, but the game's
Terms of Service explicitly say you’re not allowed to use “IP proxying or other methods to disguise the place of your residence,” whether it’s to get around geographic restrictions or “for any other purpose.” So if you’re using a VPN to appear in another country or region, or mask where you’re connecting from, that’s against the rules on paper. Still, many people do it!