When you are inputting new products the tags that are used in the menu need to be in the handle format - lower case, spaces replaced with dashes and no punctuation. Power Tools will fix this up for you, but in the meantime, Shopify can get confused as it treats the tags as being separate.
For example, if you add a new product with the tag 'Running Shoes' when you click the link to filter it will add '/running-shoes' to address bar. Shopify may guess right and filter to all the products with the tag 'running-shoes', but it may also guess wrong and filter to the tag 'Running Shoes'.
Power Tools will fix this up for you as soon as it can by converting the tags to the correct format, but prevention can be better than cure. If you add the correct tag when inputting the product then you won't see this issue.In fact for a number of your filters, Power Tools will add the tag for you, so you won't have any problems that way either.