Do not shadowban users who are using VPNs from chat without notice.
A shadowban by its meaning always happens without a notice, that's what the term means.
While I think a shadowban can be a good solution to prevent users from ban avoidence, I think just using a VPN shouldn't be ban-worthy. There's good reasons to use VPN services. So, there should be at least more evidence for abusable behaviour before shadow banning anyone.
It definitely isn't an easy topic.