I haven't really paid 1 satoshi per transaction on electrum but how long does it take for its confirmation? Seem a bit too low for the miners to work on.
I believe you mean Satoshi per byte not Satoshi per transaction as such thing does not exist AFAIK.
Sending out BTC from the exchange to your wallet has no other option but to turn them into an altcoin. Using doge or any other like XRP will do save amounts, prefer to use ETH but still not a shortcut unlike sending out directly.
this is exactly what most small traders do when they want to withdraw their coins from an exchange. Still, they may end up losing more than they saved as they wil have to convert whatever coin they withdrew back to bitcoin.