We'd like to know how FireWall policies works when packets come for Managed Firewall/UTM
Firewall policies are applied from top of the list.
Once Firewall finds the policy which should be applied to the traffic, the policy is applied.
Once the traffic is processed, Firewall does not see the rest of the list and policies in the rest of the list are not to be applied.
Thus please be careful when considering the order of each Firewall policy.
Firewall "ID" is created by the order of each policies' creation. It is different from the order of the Firewall policy to process traffic flow.
Please refer to Security Tutorial - Setting up a Firewall Policy.