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As far as I know you can only have 1 VPN on a computer - otherwise (like you're posting) how does it know which connection to use to send which data, etc. You may want to look into tunneling WoW through SSH: http://eee.ericsson.ee/~odt/wow-tunnel.txt - but that might also restrict you to forcing all WoW data trough 1 linux server.
I make a seperate wow directory for each bot acc that I run. I mirror the data directory using sysinterals junction to each of the bots folders that way the folder size for each wowinstall is really small. I then use proxycap to setup different ips for each wow.exe.