On this page, you can find residential OpenVPN profiles you can use to connect to both DMM and Cygames (Umamusume JP) servers.

If you do not use the DMM Game Player to play the JP version of Umamusume (e.g. using a Japanese Steam account), you may be able to play the JP version fine without a VPN. To test this, see if you get a 404 not found error on the API endpoint for Umamusume. If you get ERR_{QUIC,HTTP2}_PROTOCOL_ERROR, Access Denied or any similar error, then your IP is not allowed/blocked, and VPN usage is required to play.

These VPNs are sourced from the VPN Gate project.