I've just done a test on my own server with those rules rules you describe and they work OK. This is the seive for the rules:
It also works if I file into a sub-folder. You can list the filters by doing a 'zmprov ga firstname.lastname@example.org' and look for the zimbraMailSeiveScript in the output - does it look anything like my example? The best thing to do is create a test account that you can test individual filters on. The only difference between your system and mine is that I've just upgraded to 4.5.4 but that shouldn't make any difference.
zimbraMailSieveScript: require ["fileinto", "reject", "tag", "flag"];
if anyof (header :matches "to" "job*@*.com" ,
header :matches "to" "job*@*.uk" )