I would recommend adding filter.nostr.wine especially since you paid for wine! (See here: https://filter.nostr.wine).
But…that likely won’t solve the issues you are having. Thread tracking can get messy because some clients implemented it differently. It’s improved though over time imo.
Notifications (local) are brand new and pretty buggy, wouldn’t sweat it.
Delayed DMs is a weird one. You might see the alert late but you should get it right away if you are querying for kind 4s. I’ve never had an issue w that on Damus.