Hi Olga, maybe I don't quite understand, but I did not seem to have any problems filleting the first one that I tried:
That was with a radius of 0.5. Often times it is surprising how much area a fillet will take up, so it can be a good idea to keep going to a smaller radius value to see what will fit.
It's ok if the edges are broken up in multiple pieces, just select all of them.
The ring that is up above will probably be difficult to fillet except maybe with a very small radius, because it has a tight bend in the surface.
A fillet needs space to move a constant distance away from an edge. If you have a tight bend in the edge or the surface, it can limit the radius of fillet that can be used. Otherwise it would cause the fillet to bunch up, here is an illustration of this problem:
Just to make sure, have you seen some of Jesse's tutorials on making ring shapes? They may be helpful:
