Can you get in trouble for buying a region locked game and using a VPN to activate?

never heard

Yes you can. Don't use a VPN.

If you value your account - better not mess with vpn

Steam Service Agreement:

"You agree that you will not use IP proxying or other methods to disguise the place of your residence, whether to circumvent geographical restrictions on game content, to purchase at pricing not applicable to your geography, or for any other purpose. If you do this, Valve may terminate your access to your Account."

That will be a UPlay code anyway, I'm not sure how they handle such.

If anyone reading this want a detailed description of what might happen, read this highly informative Reddit post:
https://www.reddit.com/r/GameDeals/comments/2yhlw4/key_resellers_and_what_they_mean_for_you/
Long story short, using a VPN is against Steam's SSA (I dunno about uPlay, though), your key could be revoked (and Ubisoft itself did a big purge of Far Cry 4 codes last year), your account could be banned, and even worse, you could become an accomplice of theft or money laundering.
If you decide to keep walking on the right path, check https://isthereanydeal.com/ and https://www.reddit.com/r/gamedeals to get the best out of your money

uplay/gog/origin generally doesn't care. I've done it on all 3 services, though it's only like 2 or 3 games. But I bought them IN THEIR STOREFRONT, not keys so they can still revoke especially with uplay thath ave revoked some keys before

pros: saved money
cons: got banned

uplay ru region mostly in russian language, so no point getting it if you don know ru

In short: Yes, you can get in trouble for activating a region locked game via VPN. Is it likely? No. But it also is not impossible. So decide for yourself, as with most things in life.