..., I missed the part about having exceptions in the daily scan but not in the weekly scan.
In that case I agree with Pete (Thumbs Up!) that you will need user-defined scan(s).
From the sounds of your requirements, the Daily Scan must be the user-defined one (created within the SEP Client) and must be configured using the 'Custom Scan' option. This needs to then be set to scan everything you want to be scanned.
The Weekly scan can then be set either via policy or on the client (doesn't really matter) and set to scan the whole lot (Full Scan).
You need to be careful/avoid setting Exceptions or using the Centralised Exceptions policy, as these exceptions will apply to all scans (auto-protect, administrator defined scheduled scans by policy and user-defined scans).
If however, you want the exceptions to apply to all scans, then it sounds like you're already setup and ready to go with the multiple schedules in a single policy.
I hope this helps, please take a moment to mark any posts you find helpful with a "Thumbs Up", and flag whichever post solves your issue as the Solution.