Living in the US, I've never personally heard it used as "the exception that tests the rule". Also, it derives from the latin exceptio probat regulam in casibus non exceptis ("the exception confirms the rule in cases not excepted").
http://en.wikipedia.org/wiki/The_exc...roves_the_rule
Also, having been on the receiving end of multiple Hydras, I can tell you it was an unpleasant experience. For their points cost, they're phenomenal suppression fire. Taking 3 in a squad might be overkill, but 2 squads of 2 are downright scary.