While I was dinking around trying to get filters to work at all, I stumbled upon this bug.  This is probably a bug in roundcube though... maybe updating to v0.2.2 will fix this, but I'm not sure if or how much roundcube was patched for iRedMail...

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...