Mail: Smart Mailbox Filters
You've got your rule set up correctly - if it's an ANY set of predicates it's as if there is an OR between them. It may be slow (and why nothing is showing up) because an Entire Message Contains has to search every email you have.

What happens if you have only criteria three and not criteria two - there may be an issue with criteria three that is causing the search to fail. (Check Console)

You can kludge a smart mailbox with AND and OR rules by using other Smart Mailboxes and the "Message Is In Mailbx" or "Message Is Not In Mailbox" predicate.