Yes, you can use DraftKings with VPN, but it's only legal to do so in countries where this platform is not outlawed. Using a VPN doesn't make any service legal. If it's a legal site in your region, then you'll need a reliable service that can bypass DraftKings detection, which is hands down NordVPN.
BetMGM might be able to detect your VPN traffic. The site may have heightened its geo-blocks so your VPN can no longer unblock it. Your true IP address may be showing.