How about huobi? Because in a few years ago, I used Huobi before I found bitmex, but I don't know what is happening now. Maybe you can visit on their site on hbg.com because huobi global has been changed now.

How if you use private VPN to access bitmex so you can do leverage trading as in bitmex. About the KYC, I think every big exchange now applied the KYC, and we cannot deny that. Besides that, the KYC is something that we can not avoid right now because the exchange wants to know their customer to prevent the money laundering.