So, The exchange platform is Bitlish.com.

Exchange is registered on
Reg no. 9564930
161-165 Farringdon Road, London, United Kingdom, EC1R 3AL.

Context:

On april 30, between 2-3 AM my account was hacked, my 4000HBZ were sold for a crappy price in ETH, then converted to BTC and sent out to an external wallet.
In the morning i found the language switched to RU and all funds gone.

I submitted some tickets to their atifraud sistem,and after allot of waiting, they asked me for some photos with my ID, selfie, and a proof of address . (Is this legal? Do i have to send them?)

What would you recommend for me to do, so i get my assets back?

I know it's a long shot, for an exchange to refund it's users after a hack occurred, But i'm willing to do anything, even if i lose more money with lawyers and stuff like that, than what i already lost.

I also know i din't lose allot of money, my 4k HBZ were about 40-60$. But i bought those in ICO stage with 0.15$ per coin, so seeing the price drop, and after that losing my coins after i invested time into a project pissed me off.