You have two options to solve this issue. The first option is to first create a user group in the e-mail gateway and and add the addresses of the certain internal users. The next step would be to add exceptions to the policies where you are blocking mail. You create an exception in the policy for the certain internal users that will send an alert to the admin whenever an e-mail is blocked or quarantined.
The next option would be to create a separate policy for these certain internal users. This policy would have to be above your default inbound policy. This policy would be set up so that whenever a user is blocked or quarantined a notification is sent out.