The screenshot of the class group displayed is a default OOTB one.
You need to have a class group for your application.
For example in my below application, the class group that exists is TOrg-TestApp-Work in the application ruleset.
One way to check the classgroup required for your application is to open the access group of the user, go to the advanced tab and check the workpool specified. That should be the name of the class group. If not created, please do create one.