If you're getting the following error "this pinned item will not be displayed with the current filter" while trying to pin the item in your Visual Editor, you need to make sure that the item matches the filters applied in you consequences in order to be able to pin the product.
You can either remove the product from your strategy or you can turn off the "Pinned items must match active filters to be displayed" setting that is set for the rule in question, which will allow you to pin the product that doesn't match the active filter.