[Zubersoft]

If you set up filters before editing a setlist, when you edit the setlist, the same filters should be active. You do have to toggle the filters to show/hide in the group editor in order for them to show up, but that choice should be persisted. There is one other setting that should be mentioned - Settings->Library Settings->Reset Filters After Exiting Group Editor will determine if filters are cleared after editing a group. 

So let me ask this - are you saying that you've set filters on the library screen, then edited a setlist and those filters are not active? 

Thanks,
Mike