I find it's best to separate activities by bank. I use one bank for "ordinary" activities like receiving salary and groceries, and a Revolut account on the side for Bitcoin-related things like exchange purchases.

Revolut in particular is unlikely to block you for transacting with exchanges, as they themselves offer a number of Bitcoin / crypto services. But even if they blocked you, your main bank account would remain intact and you can just swap to a different challenger bank for the Bitcoin stuff (Monzo, Starling, Chase, etc.) Revolut is also good for the P2P exchanges like Robosats and Bisq.

It's a pain that I have to do this in the first place... Personally I don't believe it's the bank's job to "protect" me from scams, but at least it's easy to swap around these days. Move your capital to the businesses that treat you best.