I consider set rule base on your suggest, to add 1 more filter as same way as this
[Step 1 Transaction].[Payment Date] >= Dates.Start() and
[Step 1 Transaction].[Payment Date] <= Dates.End()
[Date] > = Periodic Dates.Start() and [Date] <= Periodic Dates. End() and
[Expected Shift].[Date in Week].Name = [Periodic].[Day of the week].Name)
should it work ?