@János Szigetvári , there are many ways to "design" a Sysmon configuration file but personally I would write your code like this instead (with an outer OR-based RuleGroup and two inner Rules):
<Sysmon schemaversion="4.50">
<EventFiltering>
...
<!-- Event ID 23: FileDelete (A file delete was detected) -->
<RuleGroup name="FileDelete - Include" groupRelation="or">
<FileDelete onmatch="include">
<Rule name="Exe case" groupRelation="and">
<TargetFilename condition="begin with">C:\Program Files\eeee</TargetFilename>
<TargetFilename condition="end with">.exe</TargetFilename>
</Rule>
<Rule name="Dll case" groupRelation="and">
<TargetFilename condition="begin with">C:\Program Files\eeee</TargetFilename>
<TargetFilename condition="end with">.dll</TargetFilename>
</Rule>
</FileDelete>
</RuleGroup>
...
</EventFiltering>
</Sysmon>
I haven't tested this explicitly but I'm pretty confident this will work since this is how I've designed my Sysmon config file(s).
Also, if you need inspiration and ideas on rule writing have a look at these public rule files: