VPN = risk of ban?
Yes, it’s possible, but the odds are very low and if it does happen, you simply contact support.
Just sharing an IP with them shouldn’t be sufficient to cause problems and, honestly, most of the folks abusing things don’t go through them because they don’t really help avoiding bans anyway.
I hope the VPN does resolve things for you. If it helps, consider working through the guide at https://www.pingplotter.com/fix-your-network and see if you can track down where the problem is.
It may not be possible to resolve it, but if it is, that’ll potentially save you some time and trouble in the future.