Also in my situation filter names were intermittently (not) part of the FITS header. Just installed 3.6.1 and did a few test runs with both light and flat frames, and all filter names were perfectly added to the fits header. Just like Jasem is saying, it seems that this bug is fixed, thank you!
For those who want to manually add the filter name in the fits header, you may want to check out this PixInsight script . It's called BatchFITSKeywordEdit. You can load a whole list of files and add, edit or remove keywords like you wish.
Here is a screenshot: