AWS security group settings

Currently, I connect from my pc to a RedHat instance, and from this Redhat, i connect to Ubuntu. The thing is, I cannot manage to connect to Ubuntu, I have a timeout error.

In the security group of Ubuntu, I put the following settings in inbound:

Type=SSH Protocol=TCP Port=22 Source=PublicIPofRedHat/32

And from Redhad, I connect using ssh -i ~/.ssh/ubuntu.pem ubuntu@PublicIPofRedHat

This setting does not work, but I would like to know why.

I changed this setting and put SecurityGroupOfRedHat instead of IP and it works. But with this setting, it means that any instance within this security group can also access to my Ubuntu (which I dont want), right ?

Could you please help with these settings ? Explain me what is wrong and how could I fix it ?