You should keep in mind that not all exchanges use the same KYT (Know your transaction) software. Some might use AMLBot, ChainAnalysis, or something else. And even then (and I'm guessing here) given that the "reports" are based on percentages and not just "suspicious" vs "non suspicious" I would imagine that not all exchanges have the same level of strictness.

So if AMLBot detects that your address is clean for example[1], another exchange might have other sources included and could find your address as dirty. Or, maybe both solutions detect that the funds are 40% from a gambling site or darknet, but then exchange A take that as "suspicious" and requires you to provide proof of funds while exchange B wouldn't.

Could you explain the type of transaction you're going to make? Is it simply fiat vs crypto? If so, maybe it's wiser to just use a proper P2P exchange. That way the other party is forced to deposit the funds into the exchange, and if there is something wrong with the funds, he should deal with the issue, not you.

[1] https://amlbot.com/attachment/AMLBot_report_example.pdf