VPNs typically assign you a random IP address from their pool of IPs.
Each time you use it, you may get a different IP address, which may look suspicious, and even lead to a locked/suspected as stolen account.
Usually you want a dedicated proxy, so your IP doesn't keep changing.
Recommended proxy providers in my signature, I've used them all with good results.
I don't think there's much/any different as far as using the VPN for RS which protocol you use, none are safer/better than the other.