Troubleshooting issues with VMware NSX Distributed Firewall rules not applying as expected can be complex, but here are some initial steps to help diagnose and potentially resolve the issue:

1. Verify Rule Order: Make sure that the rule order is correct. NSX Distributed Firewall processes rules from top to bottom. Rules higher in the list take precedence over rules lower in the list. Ensure that there are no conflicting rules that might be overriding the ones you want to apply.

2. Check Applied Security Groups: Ensure that the security groups associated with your VMs are correctly mapped to the distributed firewall rules. If a VM is not in the expected security group, the rules won't apply.

3. Logging and Monitoring: Enable logging for the distributed firewall rules. This can help you see if the rules are being hit and whether they are allowing or blocking traffic. The NSX Manager provides logs that can assist in troubleshooting.

4. VM vNIC Placements: Verify that VM vNICs are properly placed on the correct NSX Logical Switch. If a VM has multiple vNICs connected to different logical switches, it may not match the intended firewall rule.

5. Object Names and IDs: Ensure that the objects (such as security groups, logical switches, and VMs) referenced in your firewall rules use correct names or IDs. Typos or name changes can lead to rules not matching properly.

6. Rule Enforcement Status: Check if the rule's "Enforcement Status" is set to "Enabled." If it's disabled, the rule won't be applied.

7. NSX Manager Health: Monitor the health and status of the NSX Manager and related components. Any issues with NSX Manager can affect the proper functioning of distributed firewall rules.

8. Packet Flow and Debugging: Use NSX packet flow and debugging tools to trace how packets traverse the network and the firewall rules they encounter. This can provide valuable insights into why traffic is not matching the expected rules.

9. Upgrade and Patch Status: Ensure that you are running a supported and relatively up-to-date version of NSX. Sometimes, issues are resolved in newer versions or patches.

10. Documentation and VMware Support: Consult VMware's official documentation, knowledge base, and community forums for specific troubleshooting steps related to your NSX version. If the issue persists, consider reaching out to VMware support for assistance.

Remember that troubleshooting network and security issues can be complex, so it may take some time to identify the root cause. Document your steps, changes, and any error messages you encounter to help pinpoint the issue.