Correct - If you give the details of your private key to the exchange platform then your're at their mercy and hoped they're systems do not get compromised.

I've been told that https://www.bitcoin.de/en has a different approach to how it handles keys. I'm going to drop them an email and see what they say. The problem is, like all other crypto sites, they say they're experiencing high volumes blah, blah, blah..

One thing is for certain. I'll not part with any money until I can be 100% sure that I'm the only one who can access it. I prefer to pack my own parachute..!