Hi, Undulation! o/
VPNs are allowed for WoW (some other games do have issues with them, specially Diablo II and Warcraft III), but not supported. In other words, you may use one, but we would be unable to provide any support for connection issues and the like.
Our security systems may suspect that the account has been compromised or there are other security problems, so before even trying, I would recommend you take the time to secure the account completely, including adding an Authenticator, to avoid most issues.