After you hit save on the alias, you must also hit apply on aliases page.
Please left Expiratin field blank and try again.Tried and worked that way.
I have "URL Table" and that works for me (3 separate URL aliases). All my settings match the OP except he didn't show the rule using the alias...though I'd assume that's entered correctly.Any log messages showing it tried but failed?
I have your same settings (except I didn't enabled statistics, but that's for sure not the issue)Have you checked you can reach the url from your firewall? check with a curl from ssh [root@myfw ~]# curl https://www.spamhaus.org/drop/edrop.txt; Spamhaus EDROP List 2020/01/23 - (c) 2020 The Spamhaus Project; https://www.spamhaus.org/drop/edrop.txt; Last-Modified: Sat, 28 Dec 2019 21:03:27 GMT; Expires: Fri, 24 Jan 2020 14:54:02 GMT5.188.11.0/24 ; SBL4028095.188.207.0/24 ; SBL4199525.188.216.0/24 ; SBL39463227.112.32.0/19 ; SBL23795531.184.237.0/24 ; SBL419884. . .