After a bit of internet searching about geo unblocking you come across two possibilities.
VPN and Smart DNS proxy. After some more searching you think you have an understanding of how a VPN works
but due to a lot of misleading sales talk your understanding of the Smart DNS proxy might be a little less clear.

So lets take a quick look at how they work.

The VPN (Virtual Private Network)

You run some VPN application on your device. You give the application the addresses of the VPN servers you are using.
You start a connection to a VPN server. From this moment on all internet traffic from your device is encrypted by the application before being sent to the VPN server.
You connect to the content providers web server.  and do what is required to download the movie you want to watch.
On the other end of the VPN tunnel, the server un-encrypts your data. It then finds the packet return address (your ip address) and changes it to the ip address of the VPN server.
This last step is very important because it prevents the content provider from figuring out who you are and where you are.
The content providers web server has been fooled by the VPN server into thinking you are in its local location. It now redirects you to the actual movie file / stream.
Most content providers use external CDN (Content Delivery Network) services or separate file servers to deliver Movies or other content.
The VPN server does all the communicating with the content provider including connecting to the CDN server and getting the movie which it encrypts and sends back to your device.
Your device un-encrypts it and you sit back and watch your movie like those people on the other side of the planet.

DNS Server

To understand how the Smart DNS proxy works we first need to understand how a normal DNS server works.
DNS servers do more than what is illustrated here, but this is close enough for this discussion.

Standard DNS server.

All devices on the internet are addressed using IP addresses but it is easier to remember www.google.com than something like 66.102.15.255.
Ok so lets watch our movie. We enter our content providers URL in our browser and press enter. Our device contacts a local DNS server to ask it for an IP address that is linked to that URL.
If the local DNS already has the IP for this URL it will return it. If the IP is unknown it will make a request to a Root DNS server which will usualy request this information from a TLD DNS server. The TLD server will have knowledge of other DNS servers within the TLD (Top Level Domain. eg .com .uk)and return their address. The DNS server at the final leg of the journey will  return an IP address of the server that you want to reach, back to your device. Your device now uses that IP address to connect to the content providers web server.
The content providers web server examines your IP address and at some stage gives you the bad news that you are not welcome. Alternatively it might show you a limited list of movies that it allows for your location.

Smart DNS Proxy

The Smart DNS proxy provider gives us the address of their Smart DNS server which sends us to their DNS proxy . We tell our device to uses this server instead of the usual DNS server.
This can also be done by means of an application running on our device.
Ok so lets watch our movie now.
We enter our content providers URL in our browser and press enter.  Our device contacts the Smart DNS server and gives it the content providers URL and waits for the returning IP address.
The Smart DNS detects that this URL is one that is in its list which it can unblock. It sends us the IP address of  a Proxy server. Our browser thinks this is the IP of the content provider and makes a standard web connection .
In a similar fashion to the VPN server, the proxy server replaces our packet return IP address with its own IP address. It then forwards the packet to the content provider. The content providers server is fooled by the proxy server into thinking the request is coming from its local area. The content providers web server now redirects us to the server hosting the movie. At this stage the Smart DNS detects that this address is no longer a URL which requires IP changing so it sends us the IP of the file server.
Our browser makes a direct connection with the file server and we happily watch our movie.

The pros and Cons.

For the VPN / Smart DNS provider.

To provide either the VPN or Smart DNS proxy a bunch of IP addresses are required. The more subscribers using the service the more IP addresses are required.
If a provider uses too few IP addresses then the content provider will see perhaps a thousand connections all coming from one address. It will know this is not a normal household connecting and the IP address will be blacklisted.

Encrypting and streaming lots of videos on a VPN server uses a lot of processing power. Many subscribers equal many VPN servers required to handle the load = exspensive for service provider.
Only a limited amount of traffic is sent through a Smart proxy so it will require a smaller number of servers = more cost effective for service provider.

For you the user.

All the encrypting and un encrypting by a VPN service can slow things down especially if the provider is skimping on buying enough servers.
VPN keeps you 100% anonymous from end to end.
VPN prevents your ISP / government from tracking what you are doing.

Smart DNS proxy is quicker but all the data travels in plain site.
Your IP address can be detected by the content providers file server / CDN provider.

Conclusion.

For just watching movies the best choice is using smart dns.

If you are in a country where the government censors/monitors what you do on the internet, then a VPN is most likely a better option.

Using your PC download the Zomboided repository

Get Repository Here

Save this file to a USB memory stick

Now for the OpenVPN config files.

Head over to CactusVPN and sign up. If you first want to make sure it works for you then sign up for their free trial, no payment required.
Once you have registered go into the client area and select ‘How To Start’ from the menu.
Look for the User name and Password near the bottom of the screen and make a note of them.

You will find the OpenVPN config files near the bottom of the page. OpenVPN config files for CactusVPN

Choose FreeVPN Trial or if you signed up choose from the other options.
Save these files on the USB memory stick.

Load it into Kodi

Plug the memory stick into the Raspberry USB port.
Go to File Manager and choose Add Source

You should see the USB memory as one of the options. Choose it and give it name then click OK.

Exit from File Manager and choose Addons from the menu on left. At the top of screen click on

Install Repository

  then choose Install From Zip File 

Find your USB memory in the list and find the repository file.

Install Addon

Once this is complete select Install from Repository in the same menu. Choose the Zomboid Add on Repository.

Click on Services then select VPN Manager for OpenVPN.

After the installation Click on Program Addons and you should see  the VPN Manager.

Configure VPN Manager

Click on it  and select settings.  Choose User Defined from the VPN provider list. Also Set your User name and Password which you got from CatusVPN.

Scroll down and select the User Defined Import Wizard.

Select Yes when it asks to delete existing definitions.  On the next screen choose directory.

then No on this screen   

Browse to the memory stick and select the folder which has the OpenVPN files which you downloaded from CactusVPN , Click OK.

Make a Connection

Now just one more step to configure it.  Choose VPN Connections from the left menu. Select First VPN Connection.

If all is working you should see a list of server names.   

Pick a server and select OK. This might take a minute…

When it has completed click OK. Configuration over.

Click on the VPN Manager addon, select the Change or Disconnect VPN Connection option.

Sit Back and Watch a Movie

This is where you switch between VPN servers.

That’s it. There are many other settings but for now this will be enough to get you up and running.