Prefixes sent over a eBGP session are getting rejected "by protocol" as can be seen in the logs below.

The prefixes are "added" and then get "rejected" by protocol. This means that they are visible using the "show route protocol <protocol>"  but not "show route all" (and therefore impossible to push them to the kernel routing table). 

// logs

2019-12-10 21:15:00.984 <TRACE> pe1: Got END-OF-RIB 

Tcp dump of the corresponding update message(s): 

// tcpdump

21:18:59.652705 IP (tos 0xc0, ttl 1, id 7035, offset 0, flags [none], proto TCP (6), length 177)
    192.168.254.1.bgp > 192.168.254.0.41073: Flags [P.], cksum 0x4356 (correct), seq 83:208, ack 73, win 16384, options [nop,nop,TS val 2249949122 ecr 1355158152], length 125: BGP
Update Message (2), length: 51
 Origin (1), length: 1, Flags [T]: IGP
   0x0000:  00
 AS Path (2), length: 10, Flags [T]: 65001 65500
   0x0000:  0202 0000 fde9 0000 ffdc
 Next Hop (3), length: 4, Flags [T]: 192.168.254.1
   0x0000:  c0a8 fe01
 Updated routes:
   10.1.12.0/24
Update Message (2), length: 51
 Origin (1), length: 1, Flags [T]: Incomplete
   0x0000:  02
 AS Path (2), length: 10, Flags [T]: 65001 65500
   0x0000:  0202 0000 fde9 0000 ffdc
 Next Hop (3), length: 4, Flags [T]: 192.168.254.1
   0x0000:  c0a8 fe01
 Updated routes:
   10.2.34.0/24
Update Message (2), length: 23
 End-of-Rib Marker (empty NLRI)

The bgp session is over directly connected interfaces and the NLRI prefix next hops are therefore directly connected. 

// Configuration: 

protocol bgp pe1 {
        debug all;
        description "ebgp";
        hold time 90;
        local 192.168.254.0 as my_asn;
        neighbor 192.168.254.1 as peer_asn;
        direct;
        interpret communities off;
        ipv4 {
                table t_pe1;
                import all;
                export none;
                gateway direct;
        };
}

protocol device {
        scan time 10;
};

protocol direct {
        ipv4;
};

protocol kernel {
        scan time 10;
        learn;
        persist;
        ipv4 {
                import filter {
                        if net ~ [0.0.0.0/0, 192.168.255.0/24] then reject;
                };
        };
}

// relevant show results

bird> show route protocol pe1
Table t_pe1:
10.2.34.0/24         unicast [pe1 21:46:13.530] * (100) [AS65500?]
via 192.168.254.1 on ens5
10.1.12.0/24         unicast [pe1 21:46:13.530] * (100) [AS65500i]
via 192.168.254.1 on ens5
bird>

bird> show route all
Table master4:
172.16.0.11/32       unicast [rt_nh 20:25:25.379] * (200)
via 192.168.254.1 on ens5
Type: static univ
192.168.254.2/31     unicast [direct1 20:56:03.498] * (240)
dev ens6
Type: device univ
192.168.254.0/31     unicast [direct1 20:56:03.498] * (240)
dev ens5
Type: device univ
192.168.255.0/24     unicast [direct1 20:56:03.498] * (240)
dev ens4
Type: device univ
172.16.0.33/32       unicast [rt_nh 20:25:25.379] * (200)
via 192.168.254.3 on ens6
Type: static univ

Thanks,