Stopping Zotero from proxying specific sites

I have proxy redirection enabled in the Firefox connector (version 5.0.193) and it works well except when it proxies Pubmed. Sometimes Pubmed becomes slower or less responsive with the proxy (no idea why). Regardless, I would like to prevent Pubmed pages from being proxied, while keeping the rest working. Also, the yellow banner does not appear so I can't instruct Zotero not to proxy pubmed.

I can't find a place where this is specified or to make the yellow banner appear. Any advice would be appreciated.
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