How to set up maximum protection in android emulators?

Question

Android

Good afternoon.
I am using an android emulator to play the game.
I install the VPN application using .apk
Next, I connect to the VPN, set the location according to the IP address.
Next, I launch the .apk application with the game, install it.
Next, I create a second android emulator, change IMEI for it.
I do all of the above.
I launch them together, I go into one game.
First, the game defines them as different.
For example, if you log in the next day, the game links them together.
Where can information be leaked? Could this be a real IP and a bunch of devices together?
But how can a real IP leak?
And what other reasons for a bunch of devices can be, how does the system manage to recognize them?
I close the application with the game first, after which I turn off the emulator without leaving the VPN.