When I include filter inserters in my blueprints, the signals don't seem to be saved?

Blueprints should™ work since a few versions. Are you using the latest version?

I tested it again and it seems to be working just fine. I consider this fixed.

Hello! I encountered this same issue and it seems like when the Filter Combinator is the only entity in the blueprint it works fine, but when there is anything else the filter don't get copied over.

Edit: Actually, scratch that. I spent about half an hour trying different combinations of making blueprints, copying them, moving between the inventory and the blueprint library and i think I've found the problem:

If you choose the option to select new contents for a blueprint (the blue button on the corner of a opened blueprint) any Filter Combinators in the updated blueprint get their filters erased.

I can confirm that updating a blueprint by "selecting new contents" causes the filter elements to not be saved.

See https://mods.factorio.com/mod/silent-filter-combinator/discussion/65d180fecc66e2ab16a38de6 for the "select new contents" bug.
This is apparently an issue with Factorio itself, as I have not been able to find a way to get access to the actual blueprint content when it is being updated using the "select new contents" feature.