From now on, any collateral as token on my lending topic must need to be sent to an exchange of my choice.
That is indeed a good way to authenticate these coins and verify your ability to liquidate them. Another alternative (If you wish to hold on to these tokens personally) is to use the MetaMask wallet and visit a decentralized exchange like IDEX or EtherDelta. The coins will appear in your balance of tradeable tokens, but only you have access to them (you have to send them to the exchange with your own gas to make a trade).
Tough lesson, but you did help the community by sharing this. I'm sure both lenders and escrows will be careful to avoid this scam going forward.