It seems you cannot swap coins on Pangolin Exchange before first having some AVAX on the Avalanche blockchain. MetaMask notification asks whether WETH.e may be spent, but the Confirm button is greyed out because the fee would be charged in AVAX and there is not yet any AVAX in the wallet. So you can't swap coins to AVAX if you don't already have AVAX.

There is an obligatory identification verification procedure on Kucoin. Also, Chinese exchanges don't seem to have much customer service.