I was wondering if it would be possible for the GUI to offer the ability to filter VPN traffic (add exceptions).
As an example, you sometimes need to use local services and they need to have your location but with a VPN turned on, they will never know your real location since all data traveling between your computer and the VPN server is encrypted?
it is possible to bypass some website for vpn. This needs to setup using iptables.
You can check your /etc/firewall.user file and you will see how router goes to vpn. However I am not expert in iptables so cannot give you detailed guide, Hope you can get help from google.