If I select a subset of collections from my library without any other filters enabled, and then apply unwatched filter, I get a particular combination of movies showing. If I start with the unwatched filter, some collections that have unwatched movies incorrectly disappear from my list of possible collections to select from.
First, selecting two collections with known unwatched movies in them (Cars and Camp Rock)

The applying the unwatched filter, removing the first Cars movie, as watched. So far, all good.

Other way around, applying the unwatched filter first. Note Camp Rock being missing from the list of viable collections (should be before Bring It On, just before Cars), despite containing a pair of unwatched movies according to the previous selection.
Please advice if additional detail is required.
The workaround to always select collections first results in significantly more interactions to create the same list, and uncertainty if the filter is actually providing what was asked for.
The bug appears to be client-independent. The server environment is PMS 0.9.10.1 64bit on Ubuntu 14.04.