It's usually easiest to pay for a static IP. You can use a static IP but it means changing it regularly.
Add your static or dynamic IP to a new security group. Assign that security group to all resources you want to log into. Security groups are additive.
Your question isn't really very clear on what you've done so I can't say what's wrong.
You have replied in comments
I meant that I want to create a group "MyGroup" with rules that allow
all traffic in and out, and add this group into all other groups I
have in AWS - for examlple, if I want to allow RDP from my IP to the
server in "FirstGroup", I just create an inbound rule in FirstGroup,
that allows RDP from MyGroup. I hope I made the thing clearer.
A security group is basically a firewall around a single ENI (elastic network interface). It's not a subnet, it's not a proxy, it's pretty simple. Also, AWS networking is not transitive, traffic doesn't hop around like you might want it to.
Your plan will not work unless you have a bastion host / server running in your "MyGroup" security group. If you want a separate security group with your home IP in it (which is what I do in my personal AWS account) you have to make sure every instance has that security group associated with it. Putting a rule in that allows ingress from / egress to that group does not achieve what you're trying to do.
Allowing security groups to reference other security groups is really useful for some things. I often use them as tiers like subnets used to be used in on-premise networks. I'd have a SG for the load balancer, the app server, and the DB server, all allowing appropriate ingress / egress from other SGs and the LB allowing ingress from the internet.
