Let $$U_{xy}+U_y=e^{-x}$$
I followed the substitution mentioned here.
Let $V_x+V=e^{-x}$. So now we have $(e^{x}V)_x=e^{-x}$. Integrating w.r.t $x$ we get $$V=-e^{-2x}+e^{-x}c_1(y).$$ Then integrating w.r.t $y$ we get $$U=-ye^{-2x}+ye^{-x}c_1(y)+c_2(x).$$
Is this the correct procedure?
$V_x+ V = {\rm e}^{-x}$ implies $({\rm e}^{x}V)_x=1$.