Have you tried lightning network its extremely fast and cheap and pretty reliable these days. Many great mobile wallets support it now, Blue wallet, Muun, Phoenix. Hell even Cash App supports outgoing lightning payments now. Scan a QR code few seconds later done, final, irreversible.

I haven't I'm use to having an account on an exchange and moving money directly to the account.

Is there a way I could use the lightening network directly if my exchange doesn't use it behind the scene?

You're not supposed to be using an exchange for payments, you are meant to have a wallet, ideally a non-custodial one.

I worry about malware finding my wallet or my drive dying and losing the wallet more than using an exchange.

Malware on your PC can take control of your exchange account as much as it can a normal wallet. The drive dying is why you're supposed to backup your wallet or at least record the seed.

On an exchange you're vulnerable to compromise both from your end and on the exchange's end

You currently pay about 10 pennies for a transaction which is included in the next block.

Using Lightning is even cheaper.

Really, googling around, average transaction fee looks about $1.70? Which is much more than I pay through any other service.

Average transaction does not equal a normal human's transaction. Those include arbitrary data being embedded into the blockchain, smart contracts, paying to a lot of recipients (e.g. exchanges batching payments) etc.

Just take a look at the most recent blocks, and check the one to one or one to two transactions. https://blockchair.com/bitcoin/transactions?s=fee_usd(asc)&q...

You will see that those transactions cost ~0.10 USD :)