When we create new orders we don't pick which inventory to pick the item from, it's decided by Shopify. Usually it should be your primary location, which they can find in the settings .

We check the total quantity of a variant in Shopify throughout all of your inventories, so it can be that the e-shop has no item from the variant but the store has and we still allow exchange.

You can check how the priority is set up here https://domain-name.myshopify.com/admin/settings/locations (replace domain-name with your store name) as we don't have access for this

Also here is a detailed document about how location fulfilment actually works in Shopify, as there are many possible alternatives not just primary/default location https://help.shopify.com/en/manual/locations/setting-up-your-location-fulfillments#order-fulfillment-priority.

The set-up the default location and prevent other locations to fulfill online orders -"If you want all items for online orders to fulfill from a single location, then you need to make that your default location and prevent other locations from fulfilling online orders".