I've never used changelly, but ShapeShift used to be anonymous. Now ShapeShift requires some KYC information. Since they are merely middle-men between you and the full-blown exchanges, charging you middle-men fees as well as the fees the exchange is charging, I don't know why anybody would use them.
If you have to submit KYC anyway might as well register to a full featured exchange, control your buy and sell orders yourself, and save money on fees.
This is very true and a good piece of advice especially to new in cryptos. Most of us were not well privileged to have known that ShapeShift is operating as middlemen. I used their services some years back and I was so pleased that I would have rated them 100% if I was asked to even though I paid so much as fees to have my LTC converted to BTC. If I had this piece of information by then, I wouldn't have paid that kind of money as fees.