When you sent XRP to an exchange and the exchange didn't show / credit your deposit yet, please check your XUMM "Events" tab to see if the transaction is listed there. If so, the transaction has been successfully sent and processed by the XRP Ledger. In this case your XRP has been delivered at the destination account.
When you send XRP with the wrong tag, it has successfully been delivered to the destination, but the destination didn't know who to credit it to. Alternatively, the exchange on the receiving end may have a delay processing deposits, or may have your funds on hold for KYC/AML reasons.
Only the destination can resolve this as the funds are already in their custody. Please send a support ticket to the destination requesting them to resolve this for you. Include as much info as possible for them to help you, like your sending account r-address and your transaction ID, from the XUMM transaction detail page at the Events tab.