I discovered another problem - I applied
filter with keys to one (sub)project. Then I loaded them to main project
and it seemed the filter is spread over the project but there is no
visible controls (the bar with keys is not visible).

I have been able to duplicate so I will show him and have him figure out why/if that is expected.

The brown bar is there (I am a bozo!). You just have to go to the patchbay and turn on the expander, which ordinarily would have been on if you had loaded as a project on the timeline. The expander is the right facing arrow on the top line to the right of the track name (Video 1 by default).