Assuming the exchanges have publicize if they gonna refund the coins, right?

I think it's not PayPal or middleman act in favor of the buyer, but they have a proof if the buyer was the owner since they have history where the buyer really have the funds at that time and sent to the exchanges.

If you lost your coins and the exchange has no plan to refund, treat it like 100% lost.

IMO If you have promptly acted and informed the exchange (presuming that coins are still there) you might have a chance to recover your funds. This is only possible in centralized exchanges, if scammer has deposited coins on decentralised exchanges, your have zero chance.

If for example, someone hacks through your account (PayPal or exchange) and steal your coins, I don't think there's any way the exchange can help you, because the coins that was stolen from you by the thief must have already been converted to fiat before you act. But if it was the exchange that got hacked and they have a policy that they will refund their customers, then you can be sure that they will give back your money but you don't know how long that will take for customers to get back their money.
 I will advise that you should never save your money on exchange or centralized accounts like PayPal and if you have small funds on those account, make sure to secure your account with 2 factor authenticator.

It will be very hard to recover that funds since the service provider themselves were stuck within the scam. With what I read there they had to shut down because of the lope hole the scammers discovered and used again by now the Bitcoin would have been forwarded to other places which makes it a lot harder to track and follow up.

If you bought BTC from a service and moved the funds into your self custodial wallet, if you are hacked, then there is nothing that anyone can do to help you, except you are able to report the issue to the authorities and they are able to track down the scammers, but the chances are so slim.

However, if you have your funds stored in an exchange and it collapses, if they are able to liquidate some of the exchange's assets and they plan to refund creditors, then you will receive your funds back.

Self custodial wallet?  How could hackers access that?

Then how come some north korean hackers able to steal more than a billion usd of ethereum from cold wallet?