Allow Server to Bypass Proxy completely

So I think I may have solved the issue and I wanted to share for some feedback.

I needed to create an entry in the firewall to allow the server Access to Any like this:
image

and then I need to list the host in the “Hosts without Proxy” like this:
image

When I did these two things, suddenly the Idrive service was allowed.

Does the firewall entry have any security risks from outside the network?

Thanks
Andrew