This is the email that I've received from my exchange:
There are three bitcoin address formats currently in use:
P2PKH addresses which begin with the number 1. P2SH addresses starting with the number 3. Bech32 addresses are also known as "bc1 addresses" starting with bc1. Unfortunately we do not support Bech32 addresses. The address formats we accept are noted at the top of the Wallet Send page.
You will need to convert the address to either option 1 or 2 to be able to send the funds to this external wallet.
How do I convert the address? If that is not an option, what else can I do to get the fund into my Bech32 wallet?