Ah. That is interesting.
I never usually bother with the 4 columns on the top of the grid. But looking at the Text button you can search for keywords by typing them in. That, not surprisingly, does result in a selection based upon the keywords. It is early days yet but if I filter by that route then quite possibly this works. I have only experimented on 3 photos to date but all made the round trip to Photoshop and back and appeared in the filtered selection. (still getting the weird time stamp anomaly though).
I had always used the keyword list and clicked on the little arrow to the right of the keyword. I have been doing that since version 1 without any problems. Suddenly it looks as if that method of filtering has gone haywire when using PS as an external editor. So if I filter my photos from the boxes at the top of the grid by searching for a keyword things work as expected. If I filter from clicking on the arrow next to the keyword then although the resulting Tiff does end up in Lightroom as it is supposed to do it is not visible in the filtered selection even though the keyword count is increased by 1. And this has only just happened.
As regards the Custom Filter - I always look at the drop down menu on the bottom right on the library module under the keyword list. This allows for a number of presets including "Filters Off" - the same as "None" at the top of the grid. When you filter by keyword the drop down menu changes to "Custom Filter" to reflect that there is a filter in operation. It is possible to save a new preset based upon the selection obtained from the Text button, but that is a cumbersome way to go.
LR has always worked fine using my method. Suddenly it isn't working. Strange.
I just tried the following, and this is likely the cause of your issue.
Here goes:
In LR View Grid
At the top, click on Metadata
Four boxes will appear, in my case they always end up being DATE, CAMERA, LENS, LABEL
You can change any of those boxes to a pile of metadata options, and you can add or remove columns
Either add a column or change one to select FILE TYPE
If you select ALL file types, you TIF or PSD should appear as soon as you save it in PS
But if you have only specific file types selectesd e.g.: DNG, JPG, CR2… the saved TIF or PSD file will not show up. That metadata selection seems to stick with folders or collections.
What I did:
Opened a collection; selected DNG files in the metadata box; opened a file in PS; saved it. Back in LR, it did not show up, but did so immediately after I changed the metadata box to show ALL files.
Hope this helps.
Jean-Michel