Forgive me if this sounds stupid, for my understanding each packet will go through all filter rules unless it have a match, if I have 10 rules for input chain and another 10 rules for forward chain, is that a packet come from Wan destination to Lan will only go though the 10 rules in forward chain or it will go though all 20 rules?
I believe it will only go through the 10 rules in forward chain, but I am not sure about this.
Packets from WAN to LAN will only go through rules for forward chain.
That depends on whether you are using a bridge or not.
In bridge mode, traffic will be switched and not routed, so normal firewall rules do not apply. In this case you have to use bridge filters
In routed mode, unless you have a DNAT rule that will redirect the traffic to the local device, it will only go through the 10x FORWARD rules