but the exchange request was deleted, the BTC did not reach the exchanger
It sounds like the bitcoin did reach the exchange.
If the exchange gives you an address to deposit to, but for some reason the address "expires", or "times out", or is otherwise "deleted" or replaced with a different address, the exchange still have access to that address. It usually just means that trade or swap you had requested had a time limit set on it, and that time limit was reached before the coins were deposited, and so the trade or swap has been cancelled. However, the coins were still transferred, they still reached the exchange, and the exchange can still access them, even if the trade did not process as expected.
You should email the support of the exchange in question, give them the transaction ID of the coins you deposited, and ask them to either credit your account with the relevant balance or return the coins.