I'm going crazy with this houdini soon:

Edge loop does not work for me. The screenshot shows that the Edge Loop doesn't want to add edge across my cylinder.

works absolutely fine for me...

Вуста
works absolutely fine for me...

very strange

You used a boolean to union your sphere and cylinder. This most likely resulted in the faces of your cylinder turning into ngons because of the intersection with the sphere. EdgeLoops require quads in order to find their direction. You could manually clean up your geometry, fusing points to restore quads on your cylinder, or instead extruded the cylinder from the sphere like vusta did. You coould also use the Knife/Clip operation to add a slice just below the sphere intersection. Then all the faces below that line should be quads.