First this proof is not complete, because they could be the path could be you deposit bitcoin convert to BCC then lend to them, then they could convert to BTC. They could convert back and forth between BTC and BCC and all those transactions would be caught by my research. However, if they take the BTC and change it to USD or another crypto currency that is not caught by this research.

They do take in a lot of bitcoin and I have heard this idea of them doing backend deals with exchanges to provide them with bitcoin liquidity. I believe the first youtuber I saw suggesting this was Ryan Hildreth. This is not how exchanges work. Even if it was then coinbase would simply buy the cheapest bitcoin they can find. They would not pay premium prices to Bitconnect when they could pay a lower price at another exchange.