I added a second action to the same rule to move message to a given folder.  This second action does not show up in the web interface, and even stranger, the first action shows to mark message as "Read" instead of "Flagged".

Yes the second action doesn't displayed. it must be a bug in managesieve plugin, not in roundcube core.

Suggest to hack it yourself, or waiting for upgrade to roundcube-0.3-rc2 or 0.3-stable, it ships an official managesieve plugin.

I created a new filter to match all messages, with the action to mark message as flagged.

So far so good. Filter even works as expected.

Then, I added a second action to the same rule to move message to a given folder.  This second action does not show up in the web interface, and even stranger, the first action shows to mark message as "Read" instead of "Flagged".  The /var/vmail/sieve/mydomain.com/username/dovecot.sieve looks like this:

require ["imapflags","fileinto"];
# rule:[testing]
if anyof (true)
{
        setflag "\\Flagged";
        fileinto "Gmail";
}

So that is correct, but the web interface is messed up...