VPN is for your PC, where you then share with the tethering network, I little hard, but doable
You can check if the device was blacklisted.
You need access to browser (see page 33 in LanguageBreak thread with my instructions for JB on Kindle Scribe - you only need parts for the browser
). In the address you need to enter combination ;711 or ;411 in the address bar and hit Enter. I forgot which one, but one of them will tell the serial number. If it looks all random and legit, then no, your Kindle isn’t blacklisted. If it is, the the serial number will be some kind of placeholder, like 0000XXXX… etc