hi is there any exchange that you can mine directly to ...?
Why in the hell would anyone ever do that? 
you mine and sell coin so need to use an exchange
but it is safer to store your coins in your wallet with some backup files. You will not get old by transfering some coins to the exchange and the fees are also not that high
the wallet sync just eats all my data as im on a limited plan
This is getting to borderline speculation. I imagine most are grinding BTG and want to swing on a pump. It's more of trusting your speculation and timing for profit, than where to "mine" to specifically. Since you're pushing pure profits. Safest bet though, always control your keys.