The general recommendation, included in the article you linked to above, is to bypass proxy for O365 traffic. I'd strongly suggest you stick to that.
If you insist on using a list, you'll probably need to add https://myprofile.microsoft.com/, https://account.activedirectory.windowsazure.com/r/#/profile, https://myaccess.microsoft.com/, https://www.office.com/apps and probably few others...