There's may be many URLs that will need to be whitelisted or part of exceptions, depending on the apps. You can find them through testing one by one and monitoring the Web Filtering log. If this is too tedious for you, and you do want to just bypass the proxy for cell phones, you can have the phones be static IP devices (see the documentation for whatever you are using for DHCP), then either not have those IPs in the Allowed Networks for your Web Filtering profile or, if using the proxy in transparent mode, add those static IP host definitions to Transparent Proxy Skiplist.
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