When you send a lot of ETH or USDT to a big exchange like Kraken, do they care if its come from a smaller non kyc exchange like Blofin? Do they care if it came from a bridge?
The fact that you are asking such a question indicates that you have doubts about the origin of the coins in your wallet. And since you have such doubts, it is better for you to refrain from transferring such coins to CEX. But if you can't do without CEX, then you should try transferring a small amount from your wallet and see how the exchange reacts to this.
Also, another question would be if there is a subaccount option on the said CEX.
Would all of them be frozen in such a case if the money were found to be suspicious?