Would I be correct in assuming that you don't have any existing processes or objects in your Blue Prism environment? The only reason your Exception Type dropdown can be empty is if there are no existing Exception Types in your Blue Prism environment already. The only way they get added is by creating an Exception stage inside of a process or object and then manually typing a new value into the Exception Type field of the Exception stage. Once you save the process/object with that Exception stage in it, then other processes and objects will be able to see that new Exception Type you added.
If you were to import all the VBOs from the Blue Prism Automate folder's VBO folder, then you would automatically have a bunch of Exception Types listed in that drop down.
C:\Program Files\Blue Prism Limited\Blue Prism Automate\VBO
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Dave Morris
Cano Ai
Atlanta, GA
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Dave Morris, 3Ci at Southern Company