The same thing is happening with me, and I'm also from Russia (ulmart, cool shop, guy!)
I will post screenshots to describe that sms filter is definitely malfunctioning:
This first image shows two messages from my bank which were blocked by that wrong filter.
The second image shows the filter settings. Be sure that "all hidden numbers" or "all unknown numbers" were not included in this group members list, so the filter could only trash out these arbitrary 14 members. Anyway, even including them does not change a bit.
The third image shows that this sender (as a number 2265667589, corresponding to "moscow bank") was added to my address book, so the filter could not block him because he is a whitelisted trusted sender!
