Hello,
When I activate Do Not Disturb, I can't add exceptions when I get called directly.
In the "Do Not Disturb" Menu I go to "Apps" (Under "What can interrupt Do Not Disturb") And then to "Phone" or to "Phone Calls" (both react the same), then I press "Allow all notifications". The I go back to "Apps" and I see that Phone/Phone Calls are list listed there (they shouldn't). When I enter any of them, "Allow all notifications" is turned off.
Also, all other notifications options exception "Allow all notifications" are greyed 
. So I simply cannot get any phone calls while DND is turned on.
I think I experience the same behaviour with Discord, for which I have some alarms sets, but that's a slightly more complicated case with lots of notificatications category, so I can't rule out an error on my part, but I tend to believe that I sholud have got a notification for an alarm set on a channel, and I didn't.
With discord, there are no greyed-out notifications options.
I'm using Pixel 8 with the latest update.