It's been brought to my attention that Steam and Microsoft charge different prices depending on your geographic region. Thus it's possible to use a VPN to trick Steam, for example, into thinking you live in a region where prices are lower. However, in the Steam terms, you do agree not to use a VPN for this purpose. And your account could be permanently closed if you get caught.
Question: What is the likelihood of getting caught? Specifically with respect to AirVPN.
Don't do this. Not only do you mess up indie developer profit models, you support people that take advantage of charity drives at places like humblebundle. I think bans on this are fairly common. The likelihood of getting caught depends on how much you know about it. It's a huge graymarket with its own culture, like "carders," I think it kind of sucks.
Not sure about other methods.
There's a shadowy world of sketchy sellers I've been told by some who frequent a chatroom I go to. I guess load up Tor and take a tour.