This type of rule will present you with a text field in which you can put the XML that the underlying software (Paul Tuckey's Url Rewrite Filter) understands. See cdn.rawgit.com/paultuckey/urlrewritefilter for the documentation.
When using an advanced rule of type 'proxy', cookies sent by the client will be passed on.
A drop-cookies attribute is available on the <to> element in the XML rule to allow you to not pass on cookies. See below for an example:.
<rule> <name>XML Custom Proxy</name> <from>^/test/(.*)$</from> <to type="proxy" drop-cookies="true">http://localhost:8081/$1</to> </rule>