Bitcoin exchange platforms and foreign exchange regulations
There's basically no way to answer this in a way that's general to countries that forbid foreign exchange, because these regulations have different goals in different countries.

For example, in Venezuela, all foreign exchanges must go through a state bank. The purpose of this is so that they can pretend that their currency is worth more than it actually is. If the central bank in Venezuela doesn't deal in the currency of your choice, I don't think you have any sort of recourse.

I don't have any advice for you, besides, "Hire the nephew of the guy who runs the central bank in your country."