Are you sure that your exception is not attempting to match both Protected Scope and/or Source/Destination in the same rule? In a single TP rule (or exception) you should usually either populate Protected Scope and leave Source/Destination as Any, or leave Protected Scope as Any if utilizing Source and/or Destination. Populating Protected Scope along with Source and/or Destination in the same TP rule/exception is not technically invalid, but can be somewhat confusing when trying to figure out what will match that TP rule/exception and what won't, as noted in my IPS Immersion video series. This is why the Source and Destination columns are hidden by default in the standard Threat Prevention policy, thus encouraging you to just use Protected Scope.
If this didn't help, please post a screenshot of what you are trying to do.
Updated 2023 IPS/AV/ABOT R81.20 Course now
available at maxpowerfirewalls.com