I think the best solution is if you don't like that exchange is to never use it if you always face a problem there. I'm sure there's another exchange that also trade the cryptocurrency you have. Why would you still use the exchange if you always had a problem with their exchange?, the answer would be find another exchange and never use that again.
Like I said:
"I try to avoid this exchange but some of the coins are listed or have a decent volume only there".