Your depiction of events is pretty unclear, as you seem to be confusing terminology which makes it hard to follow. It would be easier if you recap the events step by step with further details (i.e. -> 1.) I transferred BTC from the gambling site to my wallet (xxx type of wallet). I used yyyy as my public address (if you wish to disclose this) , etc.).

Take into consideration that your gambling site may (should) have a log of your outbound TXs, so you may be able to see the receiving address you sent BTC in your first transaction).