Convolution filters are for PCM only (44.1,48,96Hz,… versions) and they don’t work with DSD files. If you convert DSD files to PCM you lose the detail and it causes skipping errors as it requires a lot of processing power. If you don’t convert then Roon skips DSD files when a convolution filter is on so you have to manually bypass filters every time a DSD file is about to play.
There is no easy fix for that I know of. Adding such a feature would be great.