I don't want to manually enter the website every time I want to add it to exclusions

If you want AdGuard VPN to work only for a select number of websites and don’t need it to work on the rest, consider switching to Selective mode. To do so, open AdGuard VPN settings in your browser and go to the Exclusions tab. Choose Selective mode and click Switch now to confirm. Then add websites you need AdGuard VPN to work on by clicking the Add a website button. Now AdGuard VPN will not run anywhere but the websites from this list.

Selective mode has its own list of domains: it doesn't use the list of exclusions from Regular mode.