Start again from the beginning. Delete everything and start from scratch. 
Step one, in the ewelink app, make sure that we have added the RF Bridge and the remote control is also added to the bridge and has programmed button(s).
Step two, in the ewelink app, go to “Scene” and add a new item by pressing “+”.
Step three, in the “If” section, add “Smart Device” then select “Sonoff RF Bridge” then select “My Remote” then select button number “Button1” and save.
The names may vary slightly for you.
Step four, in the “Then” section, repeat exactly the same as in step three. This may seem illogical, but it is just a trick to create a scene that we will later set correctly in ewelink WEB.
Step five, Go to ewelink WEB, then “Scene”, select the previously created scene for editing.
Step six, we edit the scene, we do not change the “If” position, we are only interested in the “Then” position. Delete the current item there and then add a new “WebHook” item and configure it as needed, then save the scene.
Step seven, that’s it, test the scene and it should work as follows. When you press physical button number 1 on your remote control, a scene should be executed that activates your webhook.
The gray item next to Sonoff RF with “Scene not supported” is a normal situation, it is an RF handling error in the ewelink WEB and nothing can be done about it, but it does not affect the operation of the scene.
Suggestion, make sure that your webhook actually works before you focus on ewelink. It may be that it is not a problem on ewelink’s side to make the call to your webhook.
Make sure that your RF button/remote works properly and that your RF Bridge connects correctly to the ewelink cloud.
Remember that this scene only works when RF Bridge is connected to the Internet and is therefore able to communicate with the cloud. If the connection is offline no scene will work, RF Bridge does not support local/offline scenes, everything is cloud based unfortunately.
Observation, it is true that after editing the scene in WEB, it disappears in the ewelink app. This is a symptom and we cannot do anything about it from the user’s side, just as we have no influence on the error of adding RF devices in WEB ewelink.
The above method of creating a scene for the RF device and webhook works 100% for me, tested!
Unfortunately, sonoff/ewelink, as the company’s products, have a lot of errors and unfinished items.
Summary, the above method is the only one I know that allows you to add RF devices to the scene in which we want to have a webhook.
In ewelink WEB we will not add the RF device correctly in the “If” section and in ewelink app we will not add the webhook for our scenes correctly.
WEB does not fully handle RF devices paired with RF Bridge.
And the webhook option is only available in WEB because of the “Advanced plan” and is not available in the ewelink app. Somewhere along the way, someone on the dev team didn’t think through the usage pattern.
PS
I had to develop this method myself because no one mentions it anywhere.
PS2
When we try to create a scene in ewelink WEB and in the “If” or “Then” section we want to have an RF device. Yes, we can select “Smart device”, but later we will not find our RF Bridge on the selection list. This means we will not add RF in the scene via WEB.
In the ewelink app, when we create a scene, we can easily select the RF device, but we have no webhook option at all.
Of course, the account is in the “Advanced plan”, but the webhook option does not appear even in version 5 of the app.
…
PS3
“Pressing a button” to trigger an action… I’m talking about a physical button/remote control that you hold in your hand. This icon in the WEB panel is not a button that will trigger an action when clicked!
If you want to have a virtual button to launch the action, create a scene in WEB where in “if” you select “Tap to run” and in “Then” WebHook.