URGENT! Filter on lookup field not working!

URGENT! Filter on lookup field not working!

Hi,
I use filters on lookup fields as follows:

Lookup A = Company Names
Lookup B = Items by Company (filtered by company name)
Lookup C = Item type (filtered by selected item)

I was able to add the filter to Lookup B without any issues, but no matter what, as soon as I move to another field and come back to Lookup C, the filter I add disappears.

Please Help!