It sounds like a contract to analyze blockchains? If so, switching exchanges won't help much, for the immediate issue anyway.

You could take your crypto to a non-KYC exchange like TradeOgre or Bisq, trade it for a privacy coin like Monero/Zcash/Firo, churn the coins, then trade it back. Boom, ownership chain broken.

Depends on what your objection is. Whether it's "they're selling my data" or "they're selling data to ICE".

What is the dependency here?

Kraken had proof of reserves at least in January.

Kraken.

Kraken

No, because Coinbase Tracer can see your public transactions regardless of what exchange you use.