Is there a way we can set up the proxy so that office 365 doesn't recognize the proxy's IP address

[DDiPenta]

When our advisors sign into office 365(outlook), it prompts them to use two factor when they are at a secure location or using the VPN. To get around this issue, I have to send all Microsoft traffic around the proxy instead of through the proxy. Since I can't send the traffic through the proxy, blocking private emails is impossible. Is there a way we can set up the proxy so that office 365 doesn't recognize the proxy's IP address and only the local or VPN IP address?