Prompt to allow local integrations to bypass Tailscale exit node

Author: friede00 Channel: #feedback Link: https://discord.com/channels/1405685085923049482/1405686161791516873/1539062765753475122

Description

When setting up Tailscale with an exit node, Shelley should ask the user if local integrations (such as the LLM gateway) should be allowed to bypass Tailscale so they can continue working properly.

Context

This is feedback about the Tailscale setup flow in Shelley. Currently, when configuring an exit node, there's no option to handle local integrations that may not work properly when traffic is routed through the exit node.