What you’ve done is set up four separate rules, only one of which will trigger. Inform looks for an After rule, finds the first most specific one the applies, and (since it’s an after rule) ends the action after that rule fires. Since the first rule takes care of all the actions, the other three rules are never used at all.
You want a single rule that does all this. That’s done on the following form:
After asking the old lady that lives next to you about "salon",
say "You ask her about the hair salon. blablablablabla";
try The old lady that lives next to you trying opening The left pocket;
try The old lady that lives next to you trying taking The key of the grey painted door;
try The old lady that lives next to you trying unlocking The grey painted door with The key of the grey painted door.
Juhana’s post not too long ago illustrates how rules interact, which could be useful to know.