My filters are supposed to be par-focal too, but my scope is a SW 80DS Pro, which is a doublet and not great for chromatic aberation.
This was the first time I tried setting filter offsets, but either with or without an auto focus run, the guiding issue still happened either way. It seems that there's an issue with the guide cam taking images while the focusser is moving, just between filter offsets is enough to be a problem. It didn't need to actually run auto-focus, although if I do, I think it's OK as there's an option to suspend guiding while focussing, but that doesn't apply to focus offset changes triggered by filter changes.
Removing the offsets between filters fixes the problem from the Capture tab.