Like the most public paid vpn's mullvad is saving logs, means if localbitcoin takes legal actions against you (they see if you used a mullvad vpn) then they will contact mullvad and ask for this logs. If you're doing shady things use TOR and vypr vpn to hide your IP but not with a god damn usual vpn service fr. Also if you got an account on their website they will just look into the logs and probably got your real IP already. so yea you have a reason to worry.
Also if you don't have any knowledge how to hide on the internet you shouldn't try to scam big fishes, just let it be if you don't even inform yourself about what is possible and what's not BEFORE you do it.