The OAG is in front of the filter wheel, the filter selected won't have any effect of the image in the guide cam.
The OAG is one of the ZWO ones where the focus is only set by sliding the guide cam up and down and locking it with a grub screw. So acurately setting the focus is really fiddly, but it won't be changed by changing the filter. As demonstrated by the fact that guiding isn't affected when changing the filter from the EKOS EFW tab, or when changing filter from the capture tab with no focus offset. It only fails when changing filter from the Capture tab with an offset set. That's why I assume it's related to the focusser moving.