I'm not entirely what you have tried.
But you should be able to Add an Advanced Exception, Image 1, 2 and 3 attached.
Two things:
1. I don't know exactly what you entered and where.
2. Presumably even if you have excluded twitch.tv as I have in my example, I would be fairly sure all of this streaming wouldn't necessarily be going through that domain.
The chances are there would be multiple servers with multiple domains being downloaded to your computer.