I really can't advise you on using a VPN. You'll have to do some research on your own for that one. Keep in mind that eventually, Google Play Music will open to non-U.S. users for submission of feeds. The service hasn't officially rolled out yet, so I'm sure it'll open up more after it's launched.
Most podcast directories will report stats back to your Blubrry dashboard. It all depends on how they handle your podcast feed, and you have no control over how they do this. For example, iTunes truly syndicates your feed, so when someone downloads an episode thru either iTunes or the iOS Podcasts app, they're downloading it directly from your media host. Other directories, however, "copy" your files to their servers and then distribute them to listeners that way. In those cases, it becomes harder to tell if listeners on those platforms are being tracked by your Blubrry stats. Stitcher, for example, does report stats back to Blubrry. Spreaker, however, does not.
There used to be a way to submit podcasts to some kind of Blackberry podcast app but the link no longer works. As far as Windows is concerned, just make sure your website has a direct link to your podcast's RSS feed. There are some apps on the Windows Mobile platform that do a Bing search in order to let users subscribe to podcast feeds. If you don't have the feed available to search engines, these apps won't be able to find it.