and i would want to pay with upi since it is more convenient
Due to our government's anti crypto approach the buying crypto without KYC is almost not possible, there are some ways like using Bisq but I don't think there is any volume there for INR. But we do have options like paxful which is not FIU registered so you may not need to worry about our government pulling out the data in future, which allows crypto withdrawals unlike exchanges but the fee for BTC withdrawal might be on the higher side, not sure they got LN withdrawal but if they do then you can consider them.
main thing is that they allow transferring the btc to my wallet
and i would want to pay with upi since it is more convenient
Mind telling us the name and address of this place you are talking about?
I think I smell something fishy going on here.
I don't think OP is suggesting any names but seeking one, probably the broken English might confuse you a bit. If we buy bitcoin or any crypto on Indian exchanges we can't move to our electrum wallet because they restrict crypto withdrawals whereas CoinDCX allows it and Unocoin if I am not wrong but they don't have good reputation.