There are guides on setting up sock5 proxies which are like VPNS but cheaper, more efficient, less laggy, and most of all private. I believe a lot of use use ProxyFish and personally I find them fantastic.
As for bans, you might get chained, some might tank, nothing might happen. If you use different proxies for different accounts, i believe that there is a less chance of any chain bans.
Quick guide:
1. Obtain private proxies
2. Find a good script (private or public)
3. Press play
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