the last place I added the exclusion to was on SmartEndpoint in the Policy tab. under the Anti-Malware policy. Right click the Periodically scan local-hard drives only and select edit shared action. Click on the link at the bottom that says Configure files and folders exclusions. Click add and add the folder of where the executable is stored. But I also added it to many other areas first. I am not sure if it needs all of them or not but I will also list the other locations.
SmartEndpoint--->Policy--->Anti-Malware...right click Scan all files upon access and select edit shared action. Add the folder location with the Add button under the Processes to exclude from scan. I also added the specific process just as a precaution. I assume if just the folder is there it will still work.
SmartEndpoint--->Policy--->Sandblast Agent Threat Extraction, Emulation and Anti-Exploit...right click on Inspect all domains and files and add the folder location to the Exclusions list in that window.
SmartEndpoint--->Policy--->Sandblast Agent Anti-Ransomware, Behavioral Guard and Forensics...right click on Default File Quarantine Settings and add the file location into the Items excluded from quarantine list. I added the location and process.
I hope this helps someone. It was a pain trying to find any of this information anywhere. I basically just had to keep poking around in the policy until I found the locations. But I found them one at a time and not all at once so I am assuming all need to be in place in order for it to work.
Tim