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But sending steem dollars to your wallet will give you an option to exchange them to bitcoins as in other online wallets like Mycelium? In that case it would work, right?!

No because the Exodus wallet wont accept SBD, it only excepts http://prntscr.com/fbv2f1 . I simply send the Steem Dollars to my Bittrex account then sell for Bitcoin there.

I'll check it out, thank you!

Since changelly gave notice it has issues cause of Poloniex being down, I am looking for a new client to send steem dollars to a online wallet