While I was working on my filter problem, I noticed that the way SGP loads filter names is a bit problematic. The only time SGP asks if you want to load filter names is when you first select the filter in the dropdown. To reset the filter names again, you have to select some other filter and then select the desired filter again. I puzzled over this before I figured it out.
My suggestion would be to also ask the user about filter names after they do to a filter setup. This would solve two issues. It provides another more intuitive way to load the filter names, and, if the user has changed filter names it provides the opportunity to reload them.