Fund an order without tying your name to it.
Nexus issues a fresh deposit address per order, so the bookkeeping is handled. What you control is where the coin comes from and how you send it.
Hold your own coin in Feather or Cake for Monero, or Sparrow or Electrum for Bitcoin and Litecoin, rather than sending straight from an identity-checked exchange. Cake carries a built-in Bitcoin-to-Monero swap, which is the common on-ramp.
Open the order, copy the deposit address, send from your wallet, and wait for confirmations. Keep the on-market balance sized to the order in front of you and withdraw the rest to a wallet you control.