Server protection web control - How to block with exceptions

This isn't really an option. I suppose in the web site list you can create an allow tag for the sites you want, then block all categories including unclassified.  Does this work?

This isn't really an option. I suppose in the web site list you can create an allow tag for the sites you want, then block all categories including unclassified.  Does this work?

Actually there is no option, or I couldn't find it, to block unclassified traffic. 

Blocking so much, I would be mindful of the sheer number of events.

There is the option:

Log web control events- All attempts to visit blocked sites along with warnings and proceeding through warnings will be logged and visible in reports.

Regards.

Actually the screen you're showing appears for endpoint not for servers