I believe I had similar problems when copying filters. I am not sure because it did not seem quite consistent, but from what I remember, the first copy did work correctly, but the second or the third did not. And yes, the problem first appeared on fade outs rather than on fade ins, so that when I checked I missed some failed filters because I checked only the beginning of the resulting clips.
My memories are pretty long-term, though, so the situation may have changed since. Also, I believe the devs are planning to work on a bug which affects working directly (as opposed to using the timeline), so that quite possibly correcting this bug could affect the filter bug too.