It's easier to trutswallet, which has a lot of coins with the support of various bases already available there and delivery is very simple, so this is indeed the choice of many people to hold coins of various types, including withdrawals and deposits to gambling, this will be very simple as possible.
Lots of options if you are not just using single coin from your gambling activities, it's easy and handi to use just make sure to take time
understanding every important information regarding to this wallet and you are good to go.
Using an exchange wallet in my opinion is a bit complicated considering that you have to do several steps including confirmation so it will also take time to transact.
Adding to that, if exchange see some questionable activities within your account they'll suspect you doing something illegal and they'll
freeze your wallet till you provide what they've going to ask you proving that there's nothing inside your account.