I can see I can set proxy's configuration for http, https, ftp, socks, etc. But I cannot set exceptions to this rules.
I am not seeing a way to add proxy exceptions to network config. I would recommend editing the
/etc/environment file manually.
Launch an editor to modify the environment file:
sudo scratch-text-editor /etc/environment
Add another line to the file for domains where you don't want to use a proxy by setting the
no_proxy variable. For example: