if you withdraw directly to a mixer or gambling site, you may end up having your account locked.
Not only that, but in case the coins for whatever reason end up being sent back, it will be to the addresses the funds came from, and in this case it means to the exchange in question. Try to make an exchange search for a needle in a haystack, which as per their very thin time allocations per support ticket, could take months at worst.
If I end up withdrawing funds from an exchange that I plan to spend and not reuse for trading purposes, I always have it run through Chipmixer first, some times even two times if I want to reduce the potential taint linking even further.
My process;
Exchange > freshly created wallet > mixer > other freshly created wallet -> mixer (only if you want to) -> final destination address, again a freshly created wallet.
Depending on the delays you go with, it's probably safe to say that it might very well take around 24 hours to complete.
