if I try to credit my balance from any exchange, the deposit will be rejected. Am I correct?
It's not a good practice to deposit funds to a gambling website from an exchange or any other service. There are services which may block the transaction both incoming and outgoing from gambling sites.
It seems they use coinpayments for processing the transaction which I didn't notice. [...]
Coinpayments is not a good option to chose as the payment processor. They used to be good back in the days but not anymore.