In your case is correct.

Both sentences are grammatically correct, but they have slightly different meanings. "I think we can make an exception in your case." This sentence suggests that an exception can be made specifically in your case. It implies that the situation or rule can be altered or overlooked for your particular circumstances. "I think we can make an exception about your case." This sentence implies that an exception can be made regarding your case. It suggests that the situation or rule can be adjusted or modified in relation to your specific circumstances. In summary, both sentences convey the idea of making an exception, but the prepositions "in" and "about" subtly change the focus and interpretation of the exception.

'Make an exception'...takes 'in' or 'for'.