Now when I try to withdraw the forex broker tells me that my wallet address I have with the exchange is not the same one that originally sent the BTC. This can't be true since I have the transaction history on the exchange and know that I sent it from there right after buying.
What is going on?
The BTC exchange I am using is Shakepay.
Do you have the transaction history in the blockchain? It is a long hash code, like this:
https://mempool.space/pt/tx/2c1b7fda12e227b4c6d98e61750c06497807de7b3b461ad24af56b0421125fe6Why does the ForEx broker care if the address is the same? He should just send the funds wherever you ask him to.
DannyHamilton is right. You can withdrawal to any address you want. Is it just a warning waiting for your confirmation or are they refusing to withdrawal?