Dear Federico F2,
Good day! Thank you for posting to Microsoft Community.
To answer your question, you can list all the phrases/keywords in a single rule. You don't need to create a separate rule for each keyword/phrase. To do this, you can enter the phrases and press ENTER on your keyboard.
Regarding AND/OR conditions, by default, the phrases/keywords values are treated as OR. This means that if any of the phrases/keywords are found in the email subject or body, the rule will be applied.
Regarding the correct syntax, I have been testing the query from my side, based on my test result, to have the rule work properly and filter the specific phrase/keywords, you need to use as of the first option, which is well ahead consensus, without any quotation mark. This will ensure that the rule looks for the exact phrase well ahead consensus in the email subject or body.
Regarding the Play button, the play button is used to manually run the rule. Since you are setting rule with move items to a different folder you have an option to run the rule manually. But may be for another rule they can't be run manually.
I look forward to your update. If you have any other questions or I have got your wrong, please feel free to let me know.
Thank you for your precious time. Have a nice day!
Sincerely,
Libeamlak | Microsoft Community Moderator