The UTM already has a built in system rule that drops traffic not allowed by other rules. As long as you are not allowing traffic (by manual rules or automatic rules from population of allowed network/host boxes throughout the interface or auto rule checkboxes), it is automatically dropped.
Otherwise, your choices are based on a single action (Allow, Drop, or Reject), defined by source, destination, and service. There isn't a way to create a manual rule to perform an action if information doesn't match.
Since the rules are processed from top to bottom, do rules overwrite each other? So if I have a block rule right before an allow any rule, would one overwrite the other?
Processing through rules stops if a match is found. With your example, if the traffic matches rule #3, a block rule, then rules 4 (allow) through whatever will not be evaluated against for that packet.
