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I guess this is how it works- You send coins, input is taken suppose 0.13BTC. The coins are sent to the address you choose, sent 0.1 to some address, now the left over 0.03BTC is the output which you get back, it usually comes back to the address from which you sent coins,
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Bc.i usually does this, but most other wallet create a new address for you.
but in my case they came back to a new address which I requested but the new address wasn't saved in my wallet.
Which should not have happend and IMHO should be a case for their support. If e.g. electrum wasnt working as it should you would contact the devs for help as well wouldnt you? Only in this case you have no access to log files to understand what went wrong.
So isn't it possible to get something like wallet.dat file on blockchain.info?
You can export the private keys in several formats, but the wallet.dat from bitcoin core/qt includes more information, e.g. on transactions. I am not aware if bc.i has something like that to offer. If the private key for your newly generated change address is not among those to export I suspect their wallet did not work as it should.
Sorry, cannot post the tx, its confidential.
I understand.