[Chris Hexnode 18 March 2022 Chris Moderator]

Hey there, @frida. Thanks for reaching out to us.

You can achieve this using a custom proxy auto-configuration file (PAC file) to define proxy settings on your device(s). You could set a rule that defines a proxy server only for specific domains. For every URL accessed, the FindProxyForURL(url, host) JavaScript function in the .pac file will be executed to determine if any proxy server should be used for that URL.

To configure the proxy settings using a PAC file, set the Proxy type as Automatic when configuring the Global HTTP Proxy policy. In the PAC file URL field, enter the web address of the PAC file.
Hope this helps. Do reach out if you’ve further queries.

Cheers!
Chris Wheeler
Hexnode UEM