BGL address :
can we use exchange address 
No rules for that.
Also, BGL isn't a token that needs a contract address. BGL is a coin that you can transfer from anywhere (digifinex and hotbit). but better to use the address where you have a private key (fee isn't expensive, you can use 0.001 BGL from your core wallet).
In addition, any exchange one day may change the address for the deposit. It is good if the support will meet halfway and solve this problem. Therefore, you correctly said that it is better to store coins where there is access to the private key (for example BGL Core).
