A possiblity to exclude certain playbacks from grand master would be fine. Perhaps via setting a playback option"ignore grand master" or setting priority higher then grand master.
I have already been asked this a couple of times, and currently the only way to acchieve a functionality like this is a number of group masters, and disabling the grand master alltogether.
Scenarios are always involving active use of the grand master (used to if from larger consoles), and some specials which you also want to actively control, but independent from the GM (so that you can fade out everything EXCEPT the specials):
Please could you elaborate on what you want to actually achieve with this feature. It is unlikely we would implement this as you describe but I feel there may be functionality here that is required. Can you please give scenarios that help us understand what you are trying to achieve with this feature.
Ambient light, logo beamer etc. which should not be dark while i need a black out/fade out on stage