Can the shaping policy include exception on groups or individual, example Youtube is blocked but for Digital Marketing Users to have exceptions to go into Youtube?

Yes, shaping policy can be defined by IP address, Subnet or Active Directory user. However please note that the shaping rule cannot be defined with Active Directory group.

Check out this link for details related to Shaping configuration: How to setup Traffic Shaping

Example of shaping via IP Range

 

Example of shaping via Username