@pmarkmcg 

Try putting just the name of the application for example "Youtube" or "Facebook". 

Another thing you can try is to look at the profile and select the insights menu. You can also try blocking these sites that way.

I'm having the same problem. I've tried blocking various versions of the website name/URL, but my daughter can still access them. I can see it in the history or go there myself on her PC, yet the offensive site has yet to appear in the "insights" tab of the parental controls. I'm not impressed.