The issue is rarely with the exchange.  The most common issue is the transaction size being too large.  Decreasing the mixin, and increasing the fee to 15 DSH in your transaction will help.  Example:

transfer 0 [address] [amount] -p [payment id] -f [fee]

Also, when you mine dashcoin, your wallet fills up with a ton of inputs with not too many dashcoin, which contributes to transaction size.  The solution is to send yourself the most dashcoin you can (1-4 million), with the 15 DSH fee, and this will help reduce the number of unspent inputs in your walllet.