What is the reason to send to btc and then another btc address?
Yes, there are transaction fee's involved so you must account for those when sending to different address.
I mine under one address on an exchange there are no charges involved for this, only pool side fee's.
My advise is to keep to one address.
I am mining to a freewallet.org wallet. Then I sent ZEC to BTC. And now I would like to send BTC to poloniex BTC account. Is better to mine to poloniex address or leave ZEC in the wallet and send when I will have higher amount ? I do not known diference between mining to wallet and to exchange. Mining to wallet is freewallet.org and mining to exchange is poloniex ? Thank you.
Yes, use your poloniex.com/ address, it is safe to mine to an exchange.