Some exchange/service still do not support segwit (both native segwit and nested segwit starting with bc1 and 3 respectively).
Try using legacy address which starts with 1
Which exchange does not support P2SH addresses? That has been out since 2013, you'd really have to be lagging on your technology if you don't allow your users to withdraw to P2SH addresses at this point.
Segwit addresses which starts with 3 are fully compatible with any old software, so it should work. Do not try native segwit (bch...) Because it may not work with those exchanges.
What you're calling "native segwit" is bech32. I doubt it would have a bch prefix however.
Are you sure you aren't mixing things up with the cashaddress standard? Arguably, cashaddress borrows a few things from bech32, so it might be easy to mix up the two.