On connecting to the indiserver, the Ekos capture, alignment, and focus tabs all reflect "default" filter positions that are not what I have set in the filter wheel. Looking at the INDI Control Panel tab for the filter wheel (FLI CFW) and the sub-tab named "Filter Wheel" is see the filter positions that I had configured are there, but the green indicator "light" is greyed out. If I click "set" it turns green, and Ekos now sees the filters as set. If I restart Ekos and the indiserver process I have to click "set" in the indi control panel for the filter wheel again to get the filters to show. The filter wheel config has been saved via the indi control panel.
I tested with the PixInsight client as well and got a similar result. That said, I think it may be a problem with the indi server or driver for the FLI CFW.
I'm running the latest from the PPA, and have seen this at least as far back as kstars 2.8.9. It may go further back but I didn't test it.