Note that the FQDN rules work by intercepting DNS queries for the domain.
If you access the domain, so it is cached on the machine, then create a rule - it won't take effect because your machine won't perform another DNS query that the MX can see till your existing cached entry has expired.
You may need to flush your DNS cache when creating new rules to make them take affect immediately.
Some DNS entries have very short TTLs, like 10s. Rules using these often don't work, or work poorly.