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My question is that if the RBFed transaction gets finally confirmed, will it be recognized by the exchange?
I was curious ; so I did a small test. I sent some satoshis with a 26 sat/vB fee. Waited for eXch to detect the transaction. Bumped the fee to 44 sat/vB.
The exchange was successful, I received my coins. I think the service only consider the first transaction with 1 confirmation to the address given for the swap, no matter what the interface is displaying (the interface indeed did not update the txid when I did RBF until the deposit got 1 confirmation)