Web Proxy general question

I’m now aware that it is preferable from a security stance to run clients through a web proxy.

How do IPFire users (those presently with web proxy enabled) handle users with software installed that doesn’t play nice with proxies?

To give two examples WhatsApp and Speedtest.net.

Is it possible to have some outbound traffic from a client bypass the web proxy whilst the remainder of its traffic via the proxy?

Any guidance or thoughts on this greatly appreciated.

Cheers,

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