Hi,
If you want to exempt few email addresses from DLP scan,follow the below steps
1)If you are on DLP 12.5.1 , you have to create a Sender Pattern under "Manage>Policies>Sender/Reciepient paterns".
2)Now edit the policy in which you want to apply this exception. Create a Exception by clicking on the Add exception tab.Select Sender /User Matches pattern from the conditions. You will be able to select the Sender pattern you create earlier . Save the policy
3)Incase if you are on a DLP version less than 12.5 skip step 1 and directly go to step 2, instead of selecting the sender pattern, you can enter the list of Email addresses there.for exempting them.