I’ve checked your website and have come to the conclusion that your filters section work fine.
The filters filter the items on the current page. You have 18 categories and only 12 items on the first Portfolio page. The reason why specific items don’t filter when you click on Portfolio category is because that kind of items do not exists on the current Portfolio page.
Let’s say you are on the first Portfolio page and click on one of the categories. Nothing shows. You go to the next page (2nd page), nothing shows… You get to the nth page, and items show. Why? Because they are listed under current Portfolio page.
To make filters work with that amount of categories, you will have to display all the items on one page, without pagination.