If Conversations are landing in an Inbox you did not intend, the most common cause is Rule sort order.
Only the first Rule that assigns an Inbox will execute for a given Trigger. If a less restrictive Rule is sorted above a more restrictive one, the less restrictive Rule matches first and assigns the Inbox — preventing the more specific Rule below it from firing.
How to fix this:
Open your Rules page and review the sort order.
Identify which Rule is assigning the Inbox. You can check the Conversation Timeline for a specific Conversation to see which Rule fired.
Move your more restrictive Rules (those with more specific Conditions) above the less restrictive Rules.
For example, if you have a Rule that routes Conversations containing "exchange" to the Exchanges Inbox and another Rule that routes all email Conversations to the General Inbox, the "exchange" Rule must be sorted above the General Inbox Rule. Otherwise, the General Inbox Rule matches first and the "exchange" Rule never fires.
See Rules Sort Order Importance for a detailed explanation of how sort order affects Rule execution.