The secret with URL filters is that they are added to an ALG, which has to be added to a service, which has to be added to the FIRST rule that matches the traffic in question. Once we have these elements lined up, everything should become easier.
There is a pre built service with a pre built ALG (which I am assuming is the one you edited), so ironically the thing most people miss is a rule allowing (action NAT) the HTTP ALG service placed above the existing all services outbound service.