Hi Chip,
please read below
https://www-secure.symantec.com/connect/forums/multiple-centralized-exception-policies-apply-more-one-group
https://www-secure.symantec.com/connect/forums/monitoring-exception-dlp
https://www-secure.symantec.com/connect/forums/exception-multiple-users
https://www-secure.symantec.com/connect/articles/create-dlp-policy-add-exception-ignore-emails-send-internal-users