Can you provide the transaction so we can tell what's the real deal? Actually, I thought that changelly stole my coins when I buy from eth to btc and I didn't receive any btc. And when I saw the blockchain it was deposited in different address and I apparently freak out. To make it short, I still receive my coins after an hour and my friend told me that's it's usual in changelly.
However, sorry for your loss and hope you can still recover it.