Tutorial – Apple OS X: Configuring Proxy Settings
The Proxy Bypass tab of the Bypass Settings page enables you to define sites that bypass the cloud service for all policies. This may include, for example, internal sites that are not accessible from the Internet, so the cloud service cannot serve or analyze them.
How to bypass local proxy restrictions in Schools/Universities/Colleges
https://www.youtube.com/watch?v=0G33KmHioX8