When blacklisting by file extension, you would like exempt some domains from this restriction. When you add a whitelist entry for the domain, the files are still blocked by the blacklist entry.
Blacklisting by file extension happens at a low level. This means that we have will not resolve a domain when we look at the file extension and see that it should be blocked.
In order to bypass a blacklist entry blocking file extensions, you will need to whitelist by the IP the web server is running on. Whitelisting by IP is not supported when in Proxy mode, so you will need to bypass the proxy for these domains by using a PAC file or adjusting the browser's proxy exemption settings.