Vegetable Oil can't be filtered and is showing that it should be done inside the newly added press. There's no recipe available and I've tried in sandbox as well as a normal game in case it was related to technology. I also checked the filtration unit from refining as well as chemical plant, oil refinery and the other petrochem buildings.

I've noticed the same thing.

Ditto, can't process vegetable oil in any of the buildings.

Same issue here.

Looks like this was fixed in most recent update. I see it in the filtration unit.