Folder Filtering

Because all my TLB folders result from folders actually in the Quick Launch folder (AppData / ...), so they are NOT virtual, are they?

Yes

Is this not correct? If not how should I be setting these up? Because, the way I've got them now, I see no filtering options available.

Only non permanent filters (the filter hides files into Show Hidden menu) works for non virtual folder. The filtering options are always available in the Customize Menu dialog box.