You phone and computer will be checked thoroughly using automated tools. If they didn't find any sensitive keywords, you'll be fined and recorded in the system. If they find something, a detention for at least 3 days or ... forever.

There is pretty much no risk. It’s expected you will use a VPN, you can talk about it openly in public.

Now, if you’re doing something unrelated that the administration doesn’t like, you can expect VPN use to be included in the long list of charges.