This just started happening today, on 4/21/2021 after the servers came back up from the 24 hour down time. I'm noticing on several chars that melee dmg messages are showing up in the wrong chat window. Interestingly enough, they have the same formatting as I had set in different windows (numbers only). One message was for a finishing blow, and on other chars, I don't know what they were, but some were as low as like 20 dmg, so they weren't finishing blows. I don't know if this is deliberate, but the issue remains, I don't know how to categorize these things in the chat windows to move them back to the window I had set them to.
This issue still exists. Though it doesn't appear to be limited to merely melee damage, but also to ranged damaged.
You are going to have to be a lot more specific about which messages are showing up under which filter that they shouldn't be.