Transfers onchain are final. Legend cannot cancel or reverse a withdrawal after you confirm it.

You sent to the wrong exchange network: contact the exchange. Some exchanges can recover deposits on an unsupported network.
You sent to an address that you do not control: only the owner of that address can send the funds back.
You sent to your own wallet on a different network: the funds are still in your wallet. Add that network to your wallet to see them.

Before each withdrawal, compare the first and last characters of the address with the address that you copied.