There are some common mistakes that people make when creating and using filters in Zimbra:
Incorrect use of the "Do not process additional filters" option when creating/editing a filter.
Incorrrect use of the "matches exactly" condition when creating/editing a filter.
Incorrect order of filters in the Filters Preferences.
Selecting the "Delete" action, which causes a "silent drop" of all email matching the condition. This means the email is never delivered. Most users expect this to mean that the email is filtered into the Trash folder.