It's very possible that we can use our hard wallets or cold wallets to send bitcoin without exchange platform their are ways to send bitcoin there are web wallets that we can use in our daily transactions. i can give you cheap cold wallet because im using this for daily transactions (Electrum Wallet) just to be safe, you need to keep your private keys and seed phrase word.

Bitcoin was created for decentralised peer-to-peer transactions.
It was not intended for exchanges at first, this came when Bitcoin got more popularity and value.
You can just send payments by signing a transaction with your private key and then broadcast it to the blockchain.
These steps are made more user friendly on specific desktop wallets like Bitcoin Core and others.
If you want to go deep into it, you should read about Armory and create a wallet on it.
It even lets you send payments without your wallet being connected to the internet, which is extra safe.

What do you mean with exchange? You mean, when you send a bitcoin to other, you as well will receive bitcoin?

When you send bitcoin, it's not an exchange, it's just simply giving it away through a user's bitcoin address.

Its not too risky if you really use escrow as middle man when dealing to someone in exchange section there are trusted escrow that you can be trusted here in forum you can check this thread for the list of escrow https://bt.irlbtc.com/view/855778.0
Those people  who are in the list are trusted escrow the big 3 those people are most trusted and already handle a big amount of bitcoin before..

You can create your own wallet on block chain and use it to send and receive bitcoins
Also you can use localbitcoins.com
It's not an exchange
And you can buy and sell , send and recieve bitcoins with many kinds of payment if you want to buy or sell
Good luck

Bitcoins are not stored in the the wallet but on blockchain network which can be a web ,hardware or paper wallet.Wallet is just a reference to block chain.You can transfer bitcoins from one wallet to any other wallet. What I understand by exchange is when you buy or sell bitcoins using fiat currency or altcoins.

We can send Bitcoin without using an exchange by downloading desktop wallet or mobile wallet, keeping the fund there and moving it if you wanted to send a transaction.  They are free and available online.  Among these wallets, I am fond of using electrum lightweight wallet.

Did you bought BTC or started crypto under exchange site? No you can send BTC using a Bitcoin wallet too. If you want a smooth and direct transaction without a 3rd party. Install a Bitcoin core app , but its huge. I guess its 300GB.

The only way I know how to send Bitcoin is through an exchange. Just simply connect your PC on the internet and make a web wallet, and then send your bitcoin, simple as that.An exchange is like an platform that acts as an intermediary between buyers and sellers of the cryptocurrency.We have got lot many access for transaction purposes, the simplest is the blockchain web wallet. However you try to keep hold of your wallet, surely at some point third party involvement will be there.