Maybe I'm a little dense, but I cannot understand the need of two email accounts.
You could simply send emails to yourself and modify accordingly the first filter rule.

I agree with you. I actually tested it just now, it works fine with just one e-mail account. Just send the mail to yourself and you get going. But perhaps there's some caveats somewhere, but it worked for me.

Sometimes Mail doesn't recognise an email sent to and from the same email address; and won't appear in your Inbox.

That's funny, it never happened to me; I regularly send emails to myself (when I need some file from/to my office mac) using the same account, and I always receive that mail correctly.
Did you found what specifically triggers the mail missings?