I need AdGuard VPN only for a few websites

If you need AdGuard VPN only for a few websites, switch to Selective mode. In the main menu, select the Exclusions tab at the top, click the Selective mode tab in the upper-right corner, then click Switch Now in a pop-up confirmation dialog. Click the Add website button to enter all websites that should have AdGuard VPN on: AdGuard VPN will be off for all other websites.

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