You have to provide us with some more information to be able to help. Sometimes due to malwares, your copied address can be changed to another as of pasting it. Also downloading the wrong wallet can also be a cause if any of these is the case then there's nothing you can do.
Although to be sure please answer the following questions;
- What is the address to the electrum wallet you're expecting you bitcoin to be sent to?
- what's the transaction ID of the said withdrawal transaction to the address
From the provided information we can verify if the fund is in the wallet or have been transferred out. If none of this is positive then you'll have to contact support of exchange.