If I want to use an exchange for example, but I'm from an unsupported country, but at the same time, I have a student visa or work permit for a country that the exchange support. Would that allow me to go through the KYC process or I must be a citizen in that country?
That falls into a grey area.
- I had a similar case
[to an extent] while dealing with multiple banks for the past year
[I relocated to another country earlier this year but decided to just come back, not worth the hassle] and I'm guessing, same applies to most exchanges.
- I had multiple valid ID's + having its citizenship [dual citizen] and yet they denied me because my birthplace was among the list of unsupported countries.
In other words, most likely you won't be able to pass the KYC/AML part.