Here's some troubleshooting suggestions specific to your scenario.
If you're having issues with your own Liberty install, you can try using the one that ships with the Code Rally install (it's automatically included when you install using the Installation Manager install). You can find it under the Code Rally install dir, for example, on my Windows machine the Liberty install dir is:
C:\Program Files\IBM\CodeRally\wlp
As of July 2015, the Code Rally 1.4 install includes the Liberty 2015.5.0.0 beta, which does includes the servlet-3.0 feature by default.
I would also suggest creating a new workspace for Code Rally, rather than reusing an old workspace. This way you can ensure that there are not any old servers/runtimes defined (either Servers in the Servers view, or Runtimes defined under Preferences > Server > Runtime Environments). Code Rally should work with an existing workspace, but using a new workspace helps rule out these types of issues.
Ensure that you have the correct Liberty server defined in the Servers view, such that the 'WebSphere Application Server Liberty Profile at localhost' entry should be the only one listed. Note that you may also see Web Preview Server in the Servers view list; it can't hurt to remove this.
Finally, Code Rally Agents have a target Liberty server defined in their vehicle info. Right click on your vehicle in the Vehicles tab, and select Edit. Ensure that the "Liberty Server:" combo box is pointing to the correct server.