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You mean they do chain analysis even after I withdrew my coins?

Yes. Some exchanges do that.

CoinJoining before depositing / after withdrawing? Both of these have caused issues - don’t assume that performing a CoinJoin after withdrawing will be permitted.

https://6102bitcoin.com/coinjoin-flagging

How is that possible? Where can you buy below spot?

On a P2P trading platform, I as the seller can set whatever price I want. Let's say I normally find it can take up to a day to find a buyer even if I have my offer priced at spot price. So if I want to do a quick trade, I can set the price below spot (e.g., -3% of spot price). There is a greater chance that the discount will motivate a buyer to take my offer.

Just looking at Yadio Market, I see at least a couple dozen offers on P2P trading platforms where bitcoin can be bought, paying with a USD payment method, at a price below spot:

https://yadio.io/market.html