SQL Server 2008 R2 Auditing
The error message is telling you exactly what the problem is:


  You can only create audit actions on objects in the current database.
  (Microsoft SQL Server, Error: 33221)


The audit can only be on objects in the current database. Your screenshot shows that you are trying to audit two different databases: audit_test and db_aiudit

You will need to create two database audit specificiations - one for each of the two databases listed above a the respective database level