It's quite complex to add this features to a centralized exchange because of the large number of traders you'd be handling. Most centralized exchanges have likely considered this which is why you don't typically see these features. When you place withdrawal you usually only get an estimated fee not an idea of how quickly your funds will arrive. I believe other CEXs handle this by batching multiple transactions and broadcasting them all at once.
I have two suggestions for you. First you could offer two withdrawal speed options, fast and medium. There's no need for a slow option. This would allow you to focus on prioritizing your unspent transaction outputs more effectively. You would also need to increase your UTXO reserves so there are enough funds for medium speed withdrawals without waiting for change from fast withdrawals.
Second, you could use two separate hot wallets, one for medium and one for fast withdrawals. You'd need to manage these carefully, perhaps by splitting your total available funds between them. Then, you can configure your system to draw from the appropriate wallet for either medium or fast transactions. It might not be the best idea though..
It is indeed complex that is why no CEX has implemented it yet, and that’s why I'm asking for suggestions. If it were easy, everyone would have done it. I got the same response from AI like what you said, and from my viewpoint, managing multiple hot wallets is very difficult because I have no idea who is going to request fast or medium. And even if I maintain equal amounts on both by splitting, some user's could choose medium and the balance would flip at any given moment.