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Hi Gabriele,
Thanks for writing back with us.
In conditional formatting rules, cell references are relative to the top-left most cell in the applied range. So, when making a new rule, you can simply pretend as if you are writing a formula for the top-left cell only, and Excel will "copy" your formula to all other cells in the selected range.
Please try to highlight all the cells in the sheet to which you’ll apply the formatting rules. Do not select headings then click Conditional Formatting>Select Highlight Cells Rules>more rule and see it work for you.
For reference: Format cells by using an icon set
I appreciate your time and understanding.
Best Regards
Waqas Muhammad