The chat filters don't save because it's a server feature that hasn't been implemented yet, but it's being worked on. You can use log filters in the mean time (though they aren't nearly as precise).
For your keyboard, that sounds strange. If it happens again, can you try pressing ctrl or alt a few times, and then typing (instead of alt-tabbing to fix it). Let me know if that works. The reasoning: sometimes when you alt-tab or have ctrl held down and go to a different window, the alt/ctrl gets stuck in the client, which can prevent a lot of actions, like typing, or using F1-6 to target party members (because it's then pressing CTRL+F1-6 or ALT+F1-6).
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