I have seen this on more than more filter, so I'll give just one example. We have a filter set up for current/next version issues and it is defined as such:

fixVersion in unreleasedVersions() AND status not in ("Ready for Release", "Awaiting Code Review", "Awaiting QA", Closed) AND (assignee is EMPTY OR status in ("In Progress")) ORDER BY fixVersion, priority, status, timeestimate ASC, key

When viewing these via the issue navigator they are sorted as expected. When viewing them via the dashboard gadget they are in a different order. I do see if sorting by fixVersion and priority. All of the tickets are currently in the same status, so I cannot tell if it is applying it to the sort order or not. The variance comes with the last two ORDER BY fields (timeestimate and key). These are not being applied to the dashboard filtering.