Thank you very very much Chicken_76 for clearing that out. Unfortunately the payment ID was mandatory. So I am safe? With inputting anything there?
I am crazy concerned because this is the 2nd exchange that has some issues sending out to an external wallet, my first exchange is still transfering the coins for some unknown reason for several days now and support just got back to me with a response they are looking at it. The transaction failed and no coins was refunded. And now this.

I always thought and had an impression transfers were automated.
Adding a payment ID should not break transaction creation. I think they still work on the network if the wallet is started with a parameter to allow them, but they're very much on their way out.
As long as you entered your wallet's address correctly, you should be good. It's all in the hands of the exchange now.