Is it safe for Europeans to use USDT on Bitmart?

So I’m holding a few coins in self custody for the last year or so, and making plans for when the time comes to sell.

I bought these coins on a DEX and they’ve been listed on Bitmart since.

The issue is, the only trading pair is for USDT, but I’m based in Europe where USDT isn’t MiCA compliant.

If I send my coins from my self custody wallet to Bitmart, and then trade for USDT, is this gonna cause potential issues?

I was kinda thinking trade for Usdt, then trade that for USDC, then pull that back to my cold wallet. But now I’m concerned about funds getting frozen.

Or would I just be better off swapping my coins for USDC on Uniswap? The gas fees will probably be pretty high though.

Any thoughts or experience from other Europeans on if we should avoid USDT in case funds get frozen by the exchange?