I have a GL-AX1800 running on 4.6.8. I have set up PIA VPN with a wireguard config and it works perfectly in global mode. However if I try to exclude based on target domain, the excluded domains are still sent through the vpn
Please make sure that your device uses the router as it's DNS server and that AdGuard Home handles client connections directly is turned off.
I havent done any DNS changes so I assume the router is handling DNS for all connected devices
Adguard home is not enabled
Are you using Chrome or Firefox? You might need to disable the secured DNS in those browsers: https://techdocs.akamai.com/etp/docs/disable-doh-browsers
Which domain do you want to exclude?
I am using brave with DNS options disabled
I am trying to exclude:
BBC.uk
That should have been
Can you try to disable and enable VPN on the router again? Sometimes it's needed for reloading the list.
I have disabled and enabled the vpn, cleared site data for BBC.co.uk and then tried to view a sports video, which the BBC does not allow through a vpn. It says this content does not seem to be working. Also whatsmyip still shows the VPN server ip in London, uk
The issue might be that the video will be loaded from other domains. By just adding the main domain to the exclusion list, you won't fight this issue. You might need to find a list of all domains that you need to exclude.
Terrible task, unfortunately.
This is the address in the URL. If its using another domain how would I find it, to see if it fixes my issue
BBC is pretty sneaky about it, can't really help with that, sorry 
Maybe searching the internet might give you some hint.
The way I found the other URLs for a streaming service was to enable Adguard Home. Set the "AdGuard Home Handle Client Requests" to on. Turn off the VPN and access the site, if possible. Don't turn off the VPN if you can't.
Once this is done, note the IP address of the device you're using to try to access the site. Then, go to the settings page of Adguard home. It's a link on the enable/disable page. Click the "Query Log" link at the top of the page. Enter the client IP address in the search box. It will show you all the URLs that the device was trying to access. When I did it for Sling TV, I was able to find all the URLs to create exceptions to. I added all the URLs that were queried. By enabling and disable each one, I was able to determine the only ones that made Sling complain. After that, you can disable Adguard Home again.
Hopefully this works for you. Let me know if you have any questions.