Hi Halldor,
Usually, each rule you create will take up space in a hidden section of your mailbox. This section is limited to 64 KB. The actual amount of space a rule uses depends on several factors, such as how long the name is and how many conditions you've applied. When you reach the 64 KB limit, you'll be warned that you can't create any more rules. If that happens, you'll have to delete or simplify some of your existing rules before you can create more otherwise it will no longer be applied. Could please confirm if this is situation?
However, can you please confirm that if this happen with Outlook client or in Outlook Web App (OWA) as well?
For more information about Inbox rule, see Inbox Rules
Thanks,
Pratik Pandya