If Content Gateway has an ARM bypass rule (discussed in Interception bypass), Content Gateway forwards particular client requests directly to the origin server, bypassing the proxy.
With WCCP v2, you can exclude certain router interfaces from redirection. Content Gateway ARM bypass rules work only if you exclude the router interface that Content Gateway is connected to from WCCP redirection. You do this on the router by selecting the interface connected to Content Gateway and issuing the router configuration command ip wccp redirect exclude in. This causes the router to exclude traffic inbound on the specified interface from all redirection rules.