Elvira, I get confused by this as well. If I’m not mistaken, main thing to remember is that an IP can still visit your server despite whatever Wordfence is doing. Wordfence keeps that IP from getting any farther if it violates any Wordfence rules you’ve set up. In other words, that IP will see the Wordfence “blocked” message but it will still show in your server log. If you want to be more aggressive you have to block that IP number in your .htaccess file, or, at the server level in your server firewall. Does that make any sense?
Oh, also, if you install a login hide plugin such as WPS Hide Login, know that since that prevents access to wp-login.php, a bot that attacks wp-login.php will never get to the point where they violate your login rules, and thus will not be blocked by Wordfence! Confusing, you bet. And a big reason why Wordfence needs to have its own option to hide wp-login.php.
In my case, I’ve done a lot of experimenting and prefer to hide wp-login.php and let my server absorb the hits. And again, even if Wordfence block was triggered, the bot can still keep hitting your server as frequently as they desire — only difference is they’d see the Wordfence “blocked” message instead of the server error page.
MTN