The worst that can happen is nintendo sues you for ten times what you have to make an example out of you. More likely is angry isp letters and eventually a fine.
Generally no, but they're better than nothing.
Not that I know of. You can kind of set one up yourself on a vps, but that would probably cost more.
I would recommend airvpn. They are fairly cheap, accept standard credit/debit cards, as well as crypto or even cash (like actual mailed cash, it's kinda crazy).