When using multiple exceptions containing different recipient patterns that contain URLs subsequent URLs are over written with the first.
all current versions of DLP16.0
Unnamed recipient patterns when importing and exporting or cloning URLs are all copied to a field for unnamed recipient patterns.
Unfortunately if you have multiple "unnamed" recipient patterns then the first set of URLs are over written by the next, and the next, etc. The effect of which means all of the recipient patterns are merged as a singular URL.
Unnamed being when you create a recipient pattern in the policy on the fly, rather than using reusable recipient patterns.
A code fix will be provided in 16.1 MP1 hotfix build 16.1.00106.60256.
As a work around you can use reusable recipient patterns, when you save the reusable pattern they all have a name so the issue will not occur.