@YazzyT The scenario is set at Emperor, so use that. Check the Rules file for the fighter flag. This is what you should see (for the He-111 as an example):
He-111, nil, 1, 36.,6, 13a,4d, 3h,2f, 4,0, 0, Ato, 000000000000001 . The "can attack air units" flag is the second from the left in the last field in the row. It should be set to '0'. If it's a '1' then there's a mistake and you should just change it. Otherwise, I have no idea what the problem might be.
I'll be reworking Sealion this fall. I rushed its release, and a number of errors have been pointed out, so I'm going to revisit it. Right now I'm finishing up Burma Campaign, which has been the most buggy, frustrating scenario I've ever done. I hope to have it back to playtesters by early September, if nothing else goes sideways. Then I'll give Sealion the same treatment. In the meantime, I hope you can fix that bug and carry on.
Rules.txt looks good. I should clarify that the unwanted shoot-downs seem to happen when the AI puts fighters with a range of 1 out past their fuel limit somehow, because the AI cheats. If it's their first turn to move then they cannot be shot down.