When exchanges behave badly

Hello community. I need your advise on a small issue.
I know we operate in an unregulated space, but surely there has to be a way to get all players to do the right thing.
Almost a year ago, I deposited some holo (HOT) tokens into a Hydro protocol (HOT) Wallet address provided by Okex, an exchange I was trading on.
I immediately alerted them and requested for a reversal. They told me to deposit 0.2 Ethers to facilitate the reversal.
However it’s almost a whole year since they took my ether, and no refund has been processed. I have been diligently chasing them for my tokens, and every time they tell me to be patient.
It has become clear to me that they have no intention to refund my tokens.

What options are available to me with regards to getting my tokens back, when Okex exchange is not cooperating?

Any advise will be appreciated.

You put money in an exchange and you can’t withdraw it? Or?

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No I deposited, wrong token to a wrong token address. Then the exchange asked me to pay them 0.2 ethers to effect the recovery of the tokens. They took the ether and for close to one year they are holding back on giving me my lost tokens.