How to definitely stop inside a Rule and prevent any further actions in the rule from executing?
This seems like a perfect use case the Conditional Rules module. Some more details about this module (from its project page):


  ... provides Rules plugins for conditionally altering execution flow directly inside a group of actions.


Using this module, there is no need for "PHP inside the first component" (as in your question.

Refer to my answer to "How to prevent a node being saved when using the Rules module?" for an illustration of how to use this module.