I know there were some questions about this before, so I'll share my experience. I used VPN during my ceremony because I simply forgot to turn it off. Both my real and VPN location was in Canada. I realized it was on when I tried to log in to my tracker after the ceremony and it didn't let me in (because of using VPN). So, they could have known I'm using VPN (if they bothered to check). I didn't have any issues. I assume they have their ways to check if you are in Canada. My guess is that either they can see behind the VPN or they can check with CBSA if there is any suspicion. Or they don't. I was in Canada so I can't really tell if and how they check. Anyways, if you leave your VPN on during the ceremony (which I don't recommend), it shouldn't be an issue.