Hi,
Fitst, are you actually using filters on a monochrome imager? If you are, then you next need to consider whether your image acquisition software is either naming the filtered images appropriately, or if it is storing different data sets in different folders, and also whether the filter being used is being correctly described and stored in the FITS header file.
Only if the images have a decipherable description can PixInsight then understand, auto-magically, which images were collected by which filter. If PI cannot do that, then it has no choice but to give up.
However, please bear in mind that I use an OSC imager, and that I have not worked with anything else for several years now - so others may have a better understanding of what, exactly, is causing your messages.
In the meantime, I hope this helps.
