Roberto Jobet 

Did you try adding these as abbreviations to your TM?  You should not have to add them as exceptions... far easier just to add them to your list here:

Make sure you add them to both source (1.) and target (2.) as applicable.

 Paul 

Thanks for your reply.

if I understand properly, on all abbreviations I add to the list, the "Full stop" segmentation rule won't be applied, right?

 Paul 

Thanks for your reply.

if I understand properly, on all abbreviations I add to the list, the "Full stop" segmentation rule won't be applied, right?

Roberto Jobet 

Correct... this is the reason for the abbreviations list.

However there are some cases where I would need to create a new line after an abbreviation, for example "etc." followed by a new sentence starting with a capital letter.

What should I use in that case?

Roberto Jobet 

I don't know what testing you've done... but if I use a file like this:

Once, in a small town named Etc., lived a character named FIG. FIG. was a detective who loved figs. Yes, figs. He even had a pet chameleon named Figs. One day, FIG. found his favorite figs missing from his kitchen.

"Who stole my figs, Figs?" FIG. asked Figs. Figs, well, just changed colors etc. Typical Figs. FIG. decided to investigate, following fig seeds etc. leading him through Etc. 

He reached the house of his neighbor, Mrs. Etc., who was baking fig pies. "Ah, FIG.! Want a slice?" she asked. The smell of baked figs filled the air, etc.

"Caught red-handed, Mrs. Etc.! Where are my figs?" declared FIG. But Mrs. Etc., in her defense, explained she'd bought figs at Etc. market. FIG. turned red, realizing he'd forgotten that he had eaten all his figs, etc. 

The town of Etc. still laughs about FIG.'s fig investigation, Figs. included. etc.

And open it with a default TM, English to French, I see this:

Which seems to do what you need out of the box.  Perhaps you should share a proper example of why this is not working for you and then we can talk about the same issue you are having?