If possible or if you know the direct process of Ethereum network address is accessible on every network with ease. It is only a matter of exporting the private key and importing it to the correct network, please let me know.
In your case, it is not possible. The exchange is the one who is able to control the key, not you. If you receive a token on the wrong network into a wallet you are in control, then the retrieval processes can be done with you. Unfortunately, this is not the case.
withrdowal from bsc network( metamask) and deposited on mexc exchange through trx network address.
Specifically for your case, sending on a wrong chain into an exchange, the only solution you can get is from the exchange support team. They are the ones who are able to recover your funds. If you already contacted them, whether on Kucoin or Mexc, they are the only hope. So just patiently wait, but be in mind, there might be a ToS that already govern this kind of scenario, so make sure they are willing to help you.