I think you're overthinking it at this point. Exchanges do use sophisticated methods (Look into ChainAnalysis KYT, they used to have a proper page, but I can no longer find it) but simply using a mixer for example does not necessarily guarantee that your account will get locked. Pretty sure dozens, if not hundreds of people here have used mixers before.

If you haven't done anything wrong, you should probably be fine. But at the same time, if you're really not willing to provide any kind of information to Kraken or any other KYC exchange, then you should probably stay away from them completely. It's not uncommon for exchanges to block a transaction for "extra verification" especially if the amounts involved are big.