@MP18 this is actually a goos question. From my side I can only say, that I did not test with *.microsoft.com as the requirement was to configure exceptions as accurate as possible.
Unfortunetely with these exact URLs there is the downside that - as we found out - they change with (not all) new microsoft versions of windows 10.
I just ran into this same issue and came across this thread. Instead of just adding all of the FQDNs listed in the accepted solution, I took a packet capture and found connections to both of these FQDNS were having issues :
I added the following wildcard FQDNs, which resolved the issue:
Of course this could change in the future, but hopefully this helps someone.
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