Can a player in any sport be sued by a fan, or punished, for scoring on their own net, or throwing the game ?

No. Never. We are living in the age of cancel culture and it’s already terrifying enough.

And it’s not the player’s fault that someone loses money. You put the bet, you know the risk. No one forces you to. Anything else is just needless violence.

I think there is a law against it.

”The closest that I found was that a soccer/football player was shot by a fan because he threw the game.”

If we are talking about the same incident, then it wasn’t about gambling, rather a Colombian player scored an own goal (if I recall correctly), and Colombia was eliminated from continuing in the World Cup.
After returning home he got executed by a ‘fan’.

So, apparently, one can be punished, but not legally.

Well that would stir up a whole new hornet’s nest, now wouldn’t it? My horse didn’t win the Derby – kaBOOM! Damn jockey didn’t ride him right – kaBOOM! Pool player I betted on scratched – kaBOOM! Swimmer I backed ate a big lunch and got cramps in the third lap – kaBOOM! and the list goes on…

In the Black Sox Scandal of 1919, eight members of the Chicago White Sox were accused of throwing the 1919 World Series against the Cincinnati Reds in exchange for money from a gambling syndicate led by Arnold Rothstein.

Despite acquittals in a public trial in 1921, Judge Landis permanently banned all eight men from professional baseball.