Hello.
You know, I think it would be better to ask the chat operator or casino's support. When we can only guess, a real casino employee should provide certain answers.
See this:
I can't tell you why the casino thinks your account does not need to pass the KYC verification. Sometimes it is not necessary, for example, when your withdrawable amount is below a threshold.
"In addition, they told me that I can make up to 3 withdrawals of 500 euros, is this valid?"
What makes you think it is not? You should consult the casino's terms and conditions in order to find out.
"and if you win more money, do you lose it?" Sure, you can, if you keep playing.
Are you concerned about what happens if you somehow win more than 1500 euros? Most likely, you will submit a withdrawal request for a higher sum, and your account will undergo verification. In my opinion, it would be good to consult the casino's withdrawal limits.