I do have a similar issue: some caches in the offline list are already highlighted by one color (e.g. magenta). Then I import a gpx file containing these caches plus couple of new caches in city.
When I now filter by this magenta color, caches colored by magenta are not displayed. However, when I disable all filters or chose filter 'Is Highlighted' - I see also caches with magenta strip ;-)
Cachly has enabled access to iCloud drive.
Some time ago I also tried Manual Sync Highlights, but it was wrong idea - all four thousand caches had red highlight after that.