SO, escrow - but HodlHodl has it built in - this is very confusing..how am I meant to know all this and what to pick.
You're not expected to know all this. Take your time and read reputable sources of information (not YouTube) before you decide how to proceed. There is no rush.
Coinbase is out then? because of it being casino funds. BUT...WHY - ( Is this really an issue..that even though this is now my legit monies it's still suspect because came from a casino? ..isnt it just a series of numbers now? )
Because everything is public as I said above, Coinbase can look at your coins and see where they came from. And because Coinbase maliciously decide that bitcoin which come from a casino are somehow "tainted", then you may run in to problems if you try to use them.
I say the bank doesnt deal with bitcoin..im likley mistaken, its a highstreet bank and perhaps just meaning some transactions etc..
Banks which say they don't deal with bitcoin usually mean they will not send or receive money from known bitcoin services, such as Coinbase or Binance. As I said above, they do not know if you sold bitcoin to another person based on simply receiving a bank transfer from another individual's account, unless the individual labels it as such.
ACTUALLY, thinking about it, surely it would make more trusted sense to go with Coinbase / where you need KYC...because thats more trusting isnt it.
It's up to you, but I strongly advise everyone to avoid centralized exchanges like Coinbase. Handing your personal information and KYC documents to a complete stranger is never safe, and as above, they may decide simply to freeze your account with your coins inside because your coins came from a casino.