Hi,
when rules are only for specific directories why I can decide like below?
A nice thing is, I can dice to use the rule for the favourite incoming directory where all incoming directories from all accounts are shown, but the rule don’t work. 
When Rules run automatically, they only apply to new messages in the Inbox.
You can apply them manually to selected directories, and read messages, as in your screenshot.
I apply them to the favourite directory “all inboxes” but no rule will work. Not for all and not for the specific directory.
Maybe there is something wrong with the Rule itself.
Can you give a screenshot of one of the Rules?
I don’t think so. The rule by itself works proper. But not in the explaind way.
The only reason I can think that the Rule would normally work, but will not work when applied manually to All Inboxes, is that there are no longer messages in your Inbox that meet the Rule criteria.