Thank you for your clear description of your aim.
Your settings are perfect. You are right that it is complex, but without it would not be possible to set that you would like.
We cold not find the reason yet, but the problem is that the system could not find related portfolios for product. I set it temporary, and it can find products for portfolio, or post to post, only this one combination is wrong (portfolios for product), but in our environment this works perfectly.
We can help you if you give us possibility to debug this. I will write you a private email with the details.
I’m sure, that we can solve this problem soon.