It cannot be an easy situation when any individual/organisation (including yourself) receive a Court document demanding various things. Any form of Court summons cannot be taken lightly but from what you have written it seems you have prepared plans. Basically, if you do not have any data on hand because it gets deleted upon user request (or automatically deleted after 15 days), it means there is not much data you have on hand to give to those demanding it.
As you are not obliged to retain information, it seems to be another plus point to use the exchange alongside a no KYC policy.
Our policy is to do the same, except producing information related to exchanges since we don't have it nor obligated to have it, because we do not operate with any financial instrument according to the current legal definitions of cryptocurrency.