Bitcoin Client Software and Version Number: Electrum 3.3.8
Operating System: Windows 10 Pro 64 bit
System Hardware Specs: i5 7300 2.5 GHz, 32GB ram, 256 GB SDHD

Description of Problem: I was trying to exchange bitcoin for XMR via changelly. It said I only had 15 min to make the transaction so I increased the fee on the transaction and the funds are just gone and the transaction says "failed" I contacted customer support at Changelly and here is some of what they said...
"I see the incoming BTC you've sent us yet your has seems to be invalid. I'll advise you to contact your BTC wallet support team first and foremost.
"Your bitcoin cannot be sent our way through the blockchain, from what I can see"
"Since the funds never reached us, there is no way to refund you"
On blockchain it says no confirmations, yet on my electrum wallet it shows it as confirmed with a check mark. When I click see transaction from electrum it says there are 66 confirmations, yet no money anywhere. I'm really worried that I basically just lost the funds.. what can I do to recoup these??

I've done this before so it's not like its completely new, but I've never increased the fee before.
Any help would be greatly appreciated and please let me know if anymore info is needed. Thank you.

Any Related Addresses:
Any Related Transaction IDs: 47b03a7e8cc766b78ca81612486b4c2777b6f1176c1585847171e23626ac4533
Screenshot of the problem: https://imgur.com/a/Um6aSri
Log Files from the Bitcoin Client: https://pastebin.com/5a0B6qQz   (not sure if I did this right)

okay after sharing that and talking with another person at changelly they figured it out and are going to refund it. Thank you for your help!!

Does it mean you bumped the fee?

When you bump the fee, the previous transaction is removed and replaced by a new one.
Maybe while the system was waiting for the first transaction to be confirmed, it was removed and changelly marked your trade as failed.
If that's the case, it's a bug from changelly and not your fault.

It was just a guess and I may be wrong.

Edit:


So, my guess is probably correct.

I also think this is a case of a system that failed to detect an rbf transaction. Most instant exchanges are like this afaik. And don't forget that they have the KYC card. It's great that their support can fix it for you, but pretty sure some others aren't as lucky as you are.

No, I think the transactions would be confirmed for at least 15 minutes if he used the previous fee, so he used higher transactions fee instead in order to make the transaction faster (10 minutes in average).

The customer support were not well responsible at first, because they saw a transaction not yet confirmed that why they can be able to see the address of the person sending it. Thanks to mocacinno for the perfect answer.