Are you using a focal reducer/flattener? It is possible that your particular combination of reducer/flattener, filter and sensor together with their various spacings is managing to create an almost focused image of the central obstruction + vanes, probably via internal reflections off the optical surfaces.
It is easy to test this by adding a fifth artificial vane e.g. a pen. Does this fifth "vane" then appear in your flats and/or lights? Adam has already suggested this but unlike Adam, I'm going to predict "yes".
If you then remove the filter, does the problem go away? If so then you will probably find that moving the filter wheel closer to the sensor or further from the sensor will throw this artefact out of focus, when using filters.
Mark