Which is my intention, but it seems difficult.
I don't want to make mistakes in this and lose all my funds. I have been in this market for 18 months now and I have not signed any transaction once.
My funds were moved away from a CEX via customer service of my hardware wallet provider.

The man said that his company had good experiences with changelly as a DEX. So I read reviews about them and found similar horror stories to KuCoin.
Lots of people said that transaction fees turned out higher than expected, or transactions were put on hold.

Customer service of my hardware wallet provider said that these issues arise because the middle man at changelly can be confronted with KYC pressure when he swaps my token for a different one. I've checked on the changelly website and they actually ask to complete KYC with them to resolve these problems.. On a DEX! 

I'm currently in doubt whether I should complete KYC there or just go elsewhere to prevent future problems.