I think DDG does it, if you found it through their search, not super convinient though.
IMO using newpipe without VPN is good enough as it scrape youtube instead of actually loading their page, the info newpipe send to YT is very limited.
One bad thing about excluding apps from VPN is that it could conflict with KIll Switch on some VPN apps like Proton.
I didnt try doing the same using the original wireguard app but i prefer not being limited to connecting to a specific server, for reliability reasons.