And OP you should directly contact to the support and you should give the exact reason. In this way they will tell you exactly what they want?
If you don't have that documents which they asking so you should tell them the reason and ask them the solution.
In my point of view they only can help you about this.
I don't have experience about that because I don't store my funds in exchanges.
If that then providing the bank statement is gonna solve the issue here but I guess OP didn't have the balance to support the amount converted which is why the verification was rejected, yes the source of funds maybe from direct crypto to crypto, and if that case they seek a payslip which is almost impossible to get so I would say depositing some money that is equal to the funds held in the exchange seems the easiest.