I know some exchanges that can both chat and trade: INDODEX, HITBTC, YOBIT, ROCKET.EXCHAGE (this is an AMM on Lamden blockchain).
Also, you can trade P2P on platforms like Binance, Houbi, OKex so you can chat.
Yes that's true. Most of known exchange like Yobit and Hitbtc... have this chat box for users. Some are in home page and others are in the trade window when the trade is active. I remember see this also in some decentralised exchanges.
this is the first time i see someone interested in this feature as i always ask myself who uses it and for what reasons .