Hmmm...
Yes,, the filters are AND-ed together, i.e. the resulting records should satisfy all of the column filters. Offhand I can't think of a good reason why adding a new column filter should reset an existing column filter. But there were some tweaks to the filtering in 1757, so if your ATE is not at least that, I would strongly suggest using the Help > Check For Updates (which should bring your ATE up to 1760). The server side shouldn't have any bearing on filtering.
The logic and code associated with the filtering is specific to the type of filter for each column, so to maximize my chances of reproducing the problem we should probably start with a recipe that includes the filter types in play (CB, CBX, RANGE, ...). Also, should add that if you were using the old CB filter, I recommend upgrading it to the CBX version, which is I think is cleaner, certainly from the user perspective.