Dear Peter Middleton1,
Thank you for using Microsoft products and posting in the Microsoft Support Community.
I realise you've encountered some problems with the rules in the new Outlook, please point out if I've misunderstood.
For not being able to set the ‘Rules’ shortcut in the ribbon, before answering your question, I tested the view in my environment, you can click on the top [View] - [Ribbon] - [classic ribbon],and then go back to [Home], you can see [Rules] option appears in the ribbon.

In addition, you mentioned that in some views, the option to ‘always move’ emails is not available, I am deeply aware that some features may cause you inconvenience, and we strongly recommend that you provide feedback to the relevant Microsoft technical developers by clicking [help]-[feedback]-[report a problem ], through your positive feedback, the various functions of new Outlook will be more and more perfect, thank you again for your support and co-operation.
Thank you for your patience and support.
Best Regards
Vivian.Y - MSFT | Microsoft Community Support Specialist