Your mistake is send the Coinjoined coins to CEX, it's not even non-KYC CEX because Bybit already force all users to submit KYC. I don't really know with Margex, it's not a popular CEX and risky to use.
Don't link your coins to CEX, instead use no KYC P2P exchanges like Bisq, Robosats, etc.
It's up to you whether you want to use CoinJoin, mixer or trade it to Monero.
User Account: In order to use any of the Services, You must create and maintain an account through the Services ("User Account"). To create or maintain Your User Account, or enable functions on Your User Account, You will be required to provide Us with certain information and documentation, including, as applicable, the information and documentation associated with identity verification and other screening procedures described in Section 3.3, below. You will: (a) create a unique password; (b) provide complete and accurate information; (c) promptly update any information You have provided so that the information is complete and accurate at all times; (d) maintain the security of Your User Account by protecting Your password from unauthorized access or use; (e) promptly notify Us if You discover or suspect any unauthorized access or use of Your User Account or any security breaches related to Your User Account; (f) be responsible for all activities that occur under Your User Account, and accept all risks of any authorized or unauthorized access to Your User Account.
Using Electrum with VPN at all times aren't make you anonymous, VPN could be a honey pot, it's recommended if you use Bitcoin Core and run full node using Tor.