Hi,
Your first tax rule is for the products with their "product category" set to "untaxed tax category".
So if you have products with that tax category, it would mean that they would never be taxed since either they would match with that tax rule with a rate of 0%, or with no tax rule (and thus no tax at all).
Since you're saying that your products are taxed when they should not, it means that this tax rule is probably never used as your products are configured for another tax category.
So that means that the problem is with the other two tax rules you have configured.
Looking at your screenshot, I think it's probably because the "United Kingdom" country zone is a sub zone of the "EU" tax zone.
So please check that zone settings via the System>Zones menu and if that's indeed the case, just remove the UK from the sub zones of the EU tax zone and it should solve the problem.