I still can't reproduce it here, however I don't have anything within my LAN to act as a recursive nameserver. All I can think is that since you are probably ending up going through the loopback with your setup (as the router will attempt to redirect the outbound connection back to a LAN IP), and this somehow interferes with the Pi's ability to achieve recursive lookups. It's possible for instance that the loopback causes the Pi's resolution connections to appear as coming from the router's own IP rather than from the Pi, causing it to get looped over and over.
You could try adding another exception for the router's IP to see if that's actually the case. If it is, then it's simply a functionality conflict between the NAT loopback and DNSFilter in your particular scenario, and not a bug. You will have to resolve the conflict by either adding another exception rule, or by switching loopback mode.
Each NAT loopback method has its strengths and limitations. That's why I offer both options rather than just one or the other.