No issues for the people I have helped using Mercury when getting funds to Kraken or off of Kraken. It may depend on the size of the transaction though. Big transactions to a crypto exchange might just be automatically flagged.
My first thought would be BVI but a payment provider like stripe would not work there but Paypal could be an option. If you were open to the US I would also say potentially DE but I don't know if you trading strategy is something that is viable in the US.