I’ve been reading this post
and been wondering whether some big exchange will be mad at me for using smaller, XMR-listing exchanges to sell XMR and buy ETH instead of directly buying it from them by bank transfer or using a small exchange which doesn’t list XMR.
No, you can of course read the terms and conditions, but the simple answer is that the KYC exchange cannot see this at all. The best thing to do is to first send the amount for the sale from your normal wallet to a newly created wallet and from there to the instant exchange after a certain amount of time. So take an intermediate step, an additional new wallet.