Managed Challenge / JS Challenge / Interactive Challenge not working for me

Tried to filter access by countries with expression:

(not in {“AX” “AL” “DZ”})

and action Managed Challenge.

However challenge does not appear when access from other countries. Also challenge does not appear with action JS Challenge or Interactive Challenge selected.

In WAF section activity last 24hr shows 0.

Only Block action works. How to make challenges working?