If such situation happens to you, how would you react? What a person even can do in this situation? Go away with chips? Give chips to someone else and let him cash out? Contact lawyer?
Being calm would be better than being furious when this happens. What you can only do during this situation is to file a formal complaint on that casino. If you know you've won fairly, you won't be afraid doing such thing.
Wait for the casino management to respond and see their reason why they wouldn't allow to exchange your casino chips. If you think something is not right then better course would be to contact your lawyer.