ZenArmor could identify those domain as Parket or Potentially Malicious (you have to look). Basically mean Zen is not sure if this site is dangerous or not but they have suspicion it could be so they are proactively blocking it.
You have the possibility to whitelist it as you mention. But its weird the X.easeus.com didnt worked as well because ZenArmor whitelisting works as well on subdomains
https://www.zenarmor.com/docs/opnsense/policies/exclusions
QuoteNo need to use asterisk, zenarmor will match all subdomains and fully qualified domain names under this domain. If you would like anyting under domain.com (sub.domain.com, host.sub.domain.com) be allowed or blocked, just put domain.com and we'll match all. CIDR notation is acceptable for IP addresses (host.sub.domain.com, domain.com, 172.16.1.1, 10.10.10.0/24).
Are you using the exclusion on a Global level or on a Specific policy?
Also you can as well open a ticket to Zen and asked them to review that domain and have it unblocked. I had this few times with Arch Repos across the world, where they weren't sure what it is and blocked it. Exclusion is working for me on the whole domain/subdomain. But usually if its something important I open them a ticket via the GUI and ask them to unblock it as well for other peoples.
Regards,
S.