When I add a filter that I have already defined to the dashboard, the columns appear in alphabetically order, not the order I defined them in the filter. This is not very useful because I can't see key fields without opening the issue.
The gadget does allow you (independently from the saved filters configuration) to specify the columns that you will see and this is persisted as part of the gadget configuration. However, it does not allow you to specify the order.
I did raise a support issue and was told to raise a feature request.