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Define both groups, define all rules as `SecurityGroupRule`s.

I was really hoping that wasn't the answer. Thanks.

Yeah, it's one of those places where you realize that all this stuff is sitting on top of a not-always-great API.

TF bumped into the same problem in earlier days which was the reason to introduce separate SecurityGroupRule resources. With the Pulumi AWS provider based on the TF AWS provider, they are bound to the same setup.