Exactly how did you add the DHCP exception? Unless you did so by clicking the "Add Exception" directly from the log card, you almost certainly did not add the exception in the correct place to make it effective. There are separate exceptions for Inspection Settings, Core Activations, IPS ThreatCloud Signatures, generic Threat Prevention exceptions, plus slightly different rules for properly applying exceptions on R77.30 gateways. The only reliable way to ensure the exception is in the right place is creating it from the log card hyperlink.
Anyway what I think you need to do is uncheck "Perform Strict DHCP Options Enforcement" as shown in the screenshot below, just make sure you do it for the proper IPS profile applied to your gateway:
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