Source and Destination doesnt flip witj any
I'm clearly confused, do I have to add a second rule ?
Sure, one rule with destination = "blocked addresses" is used for internal interfaces and prevents your clients to talk to those addresses.
The second rule is required with source = "blocked adresses" on external interfaces to prevent those addresses to talk to your clients/firewall.
Not sure what "direction = any" causes, I never used other than "in".