this is tough to say, without knowing the context in which you put it! Could you share a screenshot of your policy, so that we can get an impression on the context and flow in the rule tree?
i think based on words , if you wanna to exclude some Url , you will create a user defined category , you can add differnet Url which u can take an action on them ( Allow , deny , block ....)
Based on ur request to download only specific file types ...
you can used media type content to blocked media content as videos or audio
i`ll reasearch more for you