How can I customize the font in the Conditional Format

Thank you for your response. I´m still having this problem. I haven´t using any special font. I´m trying with "calibri" font, but I can set up the format in any form. I have tried from a new file, new formula, and I just can´t set up the font. Every time appears the same message: "This is a cloud source and will be downloaded when applied". I also checked all setting you recommended. All fonts are in my local computer, I´m using excel from Office 365. Even if I use a new file I can´t set up the font because this option is not available.

Is there any other suggestion to solve this?

Thanks again!