Hello camino51!
First of all, sorry for our english documentation which is almost nonexistent right now (all the documentation for the *Walker suite will be fully translated in 2-3 monthes). I think a lot of your questions could be answered with this (future) documentation.
Nevertheless, regarding the "gear color" for rules, you can read the "
Regular expressions manager and editor" in support / documentation of this site.
Regarding your session with blacklisted url, there is a test to do : disable blacklisting in the options (process/walking). Is there a change in the scanning result ?
Pierre