@ShaunB93 Thanks for this abd apologies, had a decent break from work over Christmas and now catching up.
We do exclude internal domains (all .local) from Umbrella client queries so anything domain-based always hits the local DNS servers for resolution.
Your note about DNS queries for external domains is interesting and yes, those queries are obviously encrypted so the MX couldn't sniff out the DNS-to-IP mapping for DNS-based traffic exclusion.
So, for any offices where unencrypted DNS queries actually traverse the MX (which will be the case for all our satellite offices), to our local DNS server, any DNS-based exclusions should be evaluated and work?
I've just tested adding in a DNS-based exclusion to one website, checked that our local DNS (at another office) is resolving the query and then accessed the site but it doesn't work. When visiting the site, the connecting IP address still shows as our Secure Connect (static) WAN IP and not the local ISP (static) WAN IP on the MX.