When I set the filter to Recently Added, the last 25 added albums are shown. So if I start shuffle play with this filter, I expect that all 25 shown albums will be regarded for shuffle play. But only the last 10 added albums are counted for the created playlist. All other 15 albums are not considered, never ever.
This behavior can be easily observed with the default skin. The playlist screen shows the album covers of the upcoming 10 titles. When you skip to the next track again and again, the next shown cover is always one of the last 10 added albums.
I think this is not working as designed, because in all other cases the shuffle function regards the whole filtered album list (as I can estimate roughly).
Please note: Use the default skin to reproduce this behavior, because shullfe mode is not offered in some skins when Recently Added is set (e.g. Aeon Nox).