I need AdGuard VPN only for a few websites

If you need AdGuard VPN only for a few websites, switch to Selective mode. Open AdGuard VPN settings in your browser and click the Exclusions tab. Choose Selective mode and click Switch Now to confirm. 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 the Regular mode tab.