Custom work item type cannot be excluded from Plan views
One answer
I take it by filter you mean you set up an Exclude Condition? Something like:
Exclude Expression type:"Risk Definition"
If so, you've done the right thing.
The only thing I can say, is the Plans are VERY buggy. We've also had situations where things were appearing when they shouldn't, also things in one iteration plan appearing in another iteration plan, etc.(even though Planned For was set appropriately), etc. We have had to resort to displaying plans in different ways. We are using 4.0.3.