I don’t understand the L1 L2 concept very well

[Alexey]

@zeroheat

Don’t try to use zksync, use your common sence.

…For exchange deposit address.
We do not recommend to use any exchange deposit address on any level as your wallet. It’s not your wallet, it’s a wallet of the exchange.
See

A little confused about the wallet details

I will shock you at first. No one crypto wallet stores your funds. The wallet is a software or hardware, which can connect to blockchain and gather your money accordingly your private keys. As far as you have your private keys - you are safe. You can have them on paper, stored somewhere in grandma’s chest. ERC20 is a protocol on Ethereum network to allow you to have your own assets, not related to the underlaying network. They can have individual pricing and usage. But to move them through Eth…

If you use your own wallet, then zkSync is the option, because a normal withdraw from L2 to L1 (not emergency as you posted) via wallet.zksync.io would cost you almost the same as a normal L1 → L1 transfer.
See Test zkSync with TestSTORJ token - #18 by littleskunk
The withdraw.zksync.io is called an emergency withdrawal because it doesn’t uses a normal withdrawal flow via wallet.zksync.io on Web3 and thus costs much more and requires to use ETH for miners fees, unlike wallet.zksync.io where you can use STORJ tokens to pay fee.
The emergency withdrawal is needed only when you do not control your private keys.