I think the Exodus in-app exchange is ShapeShift, so probably they were the ones that froze your assets for some reason. According to this support article, they are also working with FTX. Having your assets blocked is unfortunately one of the dangers of using centralized exchange platforms.
 
Do your coins originate from some illegal activities maybe or can you think of a reason why they would ask who you are? Or maybe it's a significant sum which triggered their alarms.
Since they are in control of your crypto, you don't have any other choice than to do what they say and provide the documents they want.