How to exclude specific apps from using the VPN connection on Android?
Solution:


Run proxydroid app and selected the apps to be routed through the proxy server. Specify the host, port and proxy type of the proxy server under proxy settings.
Exclude the IP of the proxy server used in the VPN app. You can use 'OpenVPN for Android' app. Go to the settings for the VPN server and add IPs to be excluded in CIDR format (under the 'routing' tab)
Connect to VPN and then enable proxydroid. 


This will allow apps to use a proxy and excludes them from using VPN connection.