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.
His software, ledger live, is calling those bech32 addresses native segwit, I am just using the same name as his software does.
Bitmover:
Hey there,
"
...Do not try native segwit (bch...) Because it may not work with those exchanges.."
This was exactly what I did. As it was the default option. I don't care if I have to pay a $ or two to transfer, I just want it to work. And those dollars, aren't they supporting our community somehow?

So , having set the Ledger Nano X up, what would you do? Transfer the funds to another wallet and set it up again, this time as "Segwit" ??
Don't worry, you don't need to setup anything again. You can just generate a new address using segwit
Just create a new account in your ledger live software and choose Segwit

I found a detailed guide here
https://blog.cryptocoin.cc/2019/05/01/how-to-create-a-bitcoin-segwit-address-on-ledger-nano-s-lower-fees/