Thank you for your reply Ken. Here is the log file:
https://www.dropbox.com/s/c4qy40czkoiapzg/sg_logfile_20160907205948.txt?dl=0
I didn't have AF set to run with the LUM filter, that happened to be the filter that was in place when the AF routine was called. It then moved back to the OIII filter to start the event, but I don't yet have the focus delta info set, so it stayed in place.
Reading through the various help files (which are very helpful generally, so thank you for putting the time and effort into those!), it looks as though my best use of the AF system is indeed to set up the focus points for each filter, always use the LUM filter for focus and then the system can use the delta steps info to ensure that each filter is always in sharp focus when the filter change happens.
Fingers crossed!