If you have more then one account at the same exchange and you want to import all transactions from those accounts all transactions would appear with the same exchange name.
You could add labels within your API jobs. The labels would create a trade group. The exchange name would be the same.
If you do not want to add a label only, but separate exchange names via API and especially CSV you could do the following steps.
Example: you have two account at Kraken
1. Import Account 1 via API or CSV as "Kraken" exchange name
3. Import Account 2 via API or CSV as "Kraken" exchange name
You would have to do this after every import for account 1 or 2.
Please create backup of your data beforehand and regularly as described here: Create backup, restore or export your account data