ledger wallet - sign message with specific BTC address

[HCP]

It won't be on any exchanges if it was in your ledger wallet... it'll be in your ledger wallet!

You probably just sent 0.01 to yourself... If that address is still in your list of addresses that you can sign with, and you can indeed sign a message with it... it means you have the private key.

[HCP]

Where did you send the transaction from? Was it from your ledger wallet or from another wallet? If you look up the address on a block explorer, are the funds there?