Hi, did you ever solve this issue, I have the same problem. Mainly due to the lack of documentation for HIPS for ePO 4.5. I'm finding caveats and little configs which are 'supposed' to be done/setup but aren't documented, i.e. permissions sets etc.
The site admins can only add exceptions to policies that they have created. So either the global admin needs to add the exception or the site admin needs to duplicate the policy he/she wants to modify. Hope that helps.