There are some areas where they do not exchange. That was some months back. The sellers told me that there is currently no space to keep the exchanged metal cylinders. Suggest you try the people selling gas cylinders on trucks at Shahrah Umm Dhoom and Sharah e Tejari in Muaither. Possibly, they may accept. At Sharah Umm Dhoom there are two such truck shops sitting at both ends of the road.