When you try to save a filter with an empty name an error is displayed on the popup which is displayed for saving. If you click “Cancel” and then try to save again that filter the error message is still displayed on the popup.
This also happens if you save a filter with a name and then you try to save another filter with the same name. An error is displayed and if you click Cancel and then try to save again the filter the error is still there.
I think you are referring to what we call Saved Searches. It sounds like there won’t be any workaround available and you’ll need to file a Service Request.