Your ProxySG is deployed in transparent mode, which means the users don't have any proxy settings in their browser.
The SSL interception is globally enabled for all in the policy of your ProxySG.
You want to create an exception and disable the SSL interception for one destination only.
Create the bypass rule in your local file policy:
<ssl-intercept>
server.certificate.hostname.substring=<insert-the-domain-you-want-to-bypass> ssl.forward_proxy(no)
Note: detect_protocol(no)
has no effect to transparent mode deployments.