I may go for short term work in either South Korea or Saudi for a few months. Does anybody have any idea, how safe it is to use a VPN as a foreigner in these countries? Worse case scenario, can I use a VPN in a Azure VM and scp torrent downloaded files or something?
Based on a quick google search vpns are often blocked in Saudi, but it says they are not illegal.
I think they block specific provider so hosting your own should solve the problem.
I think they are legal in Korea since Mullvad hosts vpns in Korea.
Double check on these things but it seems like you are good to go.