There are many mixer campaigns on this forum before, some people use exchange account for receiving their campaign reward. We know when their funds was seized when Sinbad was taken down by government as Binance seized some funds of the people that received money from Sinbad. Participants from other mixers had no problem. As for the Sinbad issue, only what they need is to provide source of fund. If legit, their money would be given them back. So you may not have any issue, but also be expecting issue that will lead to the exchange asking you for source of the money. But if you want to do something like that, first send the money again to another noncustodial wallet before sending it to the exchange. You can also make use of more than one exchange. After you mixed the coin, you can send it with different amount into three noncustodial wallets. Move the three to different exchanges at different days.