Daniel,
I have created many rules like that (including just now) and have never seen that error message. We looked for that error message in the code, and apparently it means the server returned an error when Outlook tried to save the rule to server. Are your
rules being created on an Exchange account? When you set one of these rules up, is the destination folder one that has been around for a while (not newly created and not deleted or renamed)? To diagnose your issue we need more info from you.
First, turn on your troubleshooting logs. To do this click on "Window" in the title bar, then select Sync Errors.
In the Sync Errors window, click on the gear icon in the top right hand corner.
Check the "Turn on logging for troubleshooting" check box and click “OK".
Now create a rule and try to save it. After you get the error message, look for the log file in the following location:
~/Library/Containers/com.microsoft.outlook/Data/Library/Logs/ folder with the filenames Microsoft outlook-<date>-<time>.log (a new one will be created every time you launch Outlook and leave logging on.
(From Finder, hold down Option while clicking on the “Go” menu, then select “Library”)
Zip the log file (right click and select “Compress”) and attach it to an email.
Turn off logging.
[Updated] If you are running an Insider Fast or Insider Slow build, please go to "Help" -> "Contact Support" to get 1:1 support for your particular situation.
Thanks.