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Basically, the rule you read was incomplete. It's pronounced as sht (from now on /ʃt/) if the cluster is at the start of a syllable. Some examples: entstehen Strom still Just like any other rule in the German language, there are exceptions. I picked still previously on purpose to show that orthography is not always to be trusted. Mostly because of ...
No, these words are not exceptions. The phenomenon you are observing is quite common. The rule that you are quoting holds also when words are composed or used with a prefix: ver-stehen (prefix "ver", base word "stehen"), Ein-stein (it's a name anyway, but same principle), aus-steigen, Fahr-stuhl (composition of "fahren" and "Stuhl") and so on.
At first: there are some German dialects (in the hanseatic region), where st and sp is not pronounced sht and shp respectively but at face value. I agree with clinch, that in most cases and most regions, it is pronounced sht and shp. Unfortunately there are exceptions, especially at the end of a word (Last, Lust, Mast, fast, List), if the s is doubled to ...
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