Sorry, my fault, I thought the bug was in .ts files, but it was in the procedure.
When you wrote that you did not reproduce my bug, I was surprised. Then I thought that maybe you had missed the selection part. So I used the same source, added the fade filters (without changing the default selection), exported and indeed the fades were applied. As a second test, I reloaded Shotcut, selected a subset of the video, added the fade filters, exported, and the fades were not there. Then to be sure, I used another video source, a mp4, and did the same test and got the same bug. So the real procedure to trigger the bug is:
1 - load a video (I always use drag and drop, BTW)
2 - select a part of this video (I always use the "i" and "o" keys for this)
3 - add the fade filters (I tested with only the video in filter and I got still got the bug, so you don't need to add all 4 filters to see the issue)
4 - export
This means that the title of this bug is entirely misleading, my fault. But there is still a bug