BTC transactions cannot be reversed. 99.99999% of people claiming to be able to recover money lost to online scam are only interested in scamming more money from you. You've been scammed once, which shows them you can be fooled. Since you've probably lost a lot, you are likely to be angry and desperate, which makes it easier to fool you again. This makes you a prime target to get scammed one or more additional times.
Report the scammers to the financial regulators in your country and in any country the site that scammed you claims to be in. If the regulators can track down the scammers, they may be able to recover some of the funds. If no one bothers to report the scam to the regulators, then there is virtually no chance of them taking any action. Giving up and not reporting them is exactly what the scammers want you to do. This makes it easier for them to keep stealing more money every day.
You may want to send a PM to Sive Morten - he's an expert on BTC. If there is a way to recover other than the police and regulators kicking down doors, he has a good chance of knowing what it is.
It depends what happened that led to you calling them a "scam exchange"...
I had some BTC in CryptoBridge which got liquidated.
I jumped through a number of hoops for the liquidators and actually got my BTC back...
BUT please note I didn't have to pay anything to get my BTC back. There were plenty people "offering assistance" on Telegram at the same time saying they have methods of getting the BTC back but I needed to pay them 10% of what I was holding at CryptoBridge before it was shut down.
I know people that have lost plenty from other exchanges that pulled exit scams and disappeared. They MIIIIIGHT get their money back after years of investigations and stuff... IF they manage to find which country/regulatory body is involved in the investigation and keep checking up.