I need to exclude one Url (or even better one prefix) from normal htaccess Basic Auth protection. Something like /callbacks/myBank or /callbacks/.*
Another approach works like this, if the area you are protecting has a monolithic PHP script controlling everything, like Wordpress. Set up Authentication with in a different directory. Put an index.php there that sets a cookie on path '/'. Then in Wordpress (for example), check the cookie, but bypass the check if $_SERVER['REQUEST_URI'] is the excluded URL.
On my shared hosting platform, RewriteRule could not set an environment variable that worked with "Satisfy any".
With any approach, watch out that the page you are protecting does not include images, stylesheets, etc., that trigger an authentication request when the page itself does not.