Yes, If you use a VPN and connect to any of those countries…
"A commonly asked question is what the position is if someone uses a VPN provider in a country outside of the 5 / 9 / 14 Eyes jurisdiction. Then uses it to connect to a server in a country that IS within that jurisdiction, such as in the US or UK.
Without going into too much technical detail, there is some risk here. The FVEY country could subpoena the server provider for connection logs (or even perform its own monitoring of connections into and out of the server). However, if the VPN provider is taking the right security precautions on their infrastructure, the risk should be relatively small.
That said, people keen to minimize their exposure to the broad jurisdiction of these intelligence alliances should take the lowest-risk approach. That would be using a provider outside the 5 / 9 / 14 Eyes jurisdiction AND only connecting to servers outside of the jurisdiction."