You’re querying an unused address. Many explorers only show used addresses (ones which have atleast one transaction).
The fact that you did not receive ADA is because exchange hasn’t sent it yet. You can contact exchange support for follow up using cardanoscan URL as proof.
Same issue here, but if I search by Transaction ID it is visible on explorer
PS: when you transfer for the first time your ada from an exchange to your wallet, first transaction should be done with few ADA in order to check if everything is fine!