Apple mail rules on icloud not working

Hello Xbal,

Welcome to Apple Support Communities. Let's make sure that you have the correct steps to set up mail rules using iCloud. Get started wit the steps in the Apple Support article: Set up rules to filter email in Mail on iCloud.com - Apple Support

Change or delete email filtering rules

1. In Mail on iCloud.com, click  at the top of the Mailboxes list, then choose Preferences.

2. Click Rules, then select a rule.

3. Do any of the following:

• Change a rule: Specify new filtering conditions in the pop-up menus and text fields, then click Done.

• Delete a rule: Click Delete.

If you continue to have trouble, contact Apple Support for additional assistance:

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We hope this helps you.

If you have multiple rules, they’re applied in the order in which they appear in the list of rules; drag a rule up or down to change the order.

Mail stops applying rules to a message when it encounters the Stop Evaluating Rules action, or when a message is transferred to another mailbox by rules used on a mail server or computer or device synced to your computer.

If you use iCloud Drive, your rules are available on your other Mac computers that have iCloud Drive turned on and Mail selected in iCloud Drive options. Files attached to rules, such as sound files or scripts, aren’t available. See Use iCloud Drive to store documents.

From the article Use rules to manage emails you receive in Mail on Mac - Apple Support

When applied from mail application the same will reflect from www.icloud.com , as mail app is configured with iCloud .