I do not get your 1st box. There are none selected but I have so many which are unable to be selected. Believe only half(?) were actioned as your original suggestion, although I am getting more spam which I mark Filter etc but they do not show up.
Only this: "Blacklist Search No addresses yet"
Please, is there a way to begin this, in my simple mind, most convaluted system from the start? I have to use what VM has given me.
If you are seeing the following for Filter Rules, SPAM Settings and Blacklist then you have returned to the clean sheet position. If further help is needed please describe the issue in more detail and, if possible, include an appropriately redacted screenshot.