This is on Android Pixel XL, Android O, latest app version as of Sept 21, 2018.
This has been happening for at least a few months, and been increasingly frustrating for me. I often filter my "Starred" playlist (say, to listen to only the songs by an artist that I've "starred"), and then want to listen to this collection on random, for all the reasons anyone ever listens to a playlist on random.
One would expect this to work just fine, but on mobile (Android anyway), the filter seemingly disappears after listening to the first song -- it's as though I'm again listening to the *entire playlist* on random, even though the filter *appears* to be in place. If I listen to the songs in order with the filter, however, it stays in place.
Please help! I'm nearly certain this must be a bug; I haven't tried lately, but I think this works fine on the Mac OS player, at least.