Hopefully some of you experts might be able to help me.
Somebody has paid me for a domain name which I own (haven't transferred yet).
Well known scam method these days. If you haven't transfer rhe domain yet, don't do that. The exchange you are talking about is controlled by the scammer themselves and want to scam you 0.02 BTC along with the domain. It has been a trending scam method; everywhere they use this trick.