SharePoint list column header filter not working

Question

I have a list which has exceeded LVT,I have created a view and filtered it on an indexed column and made sure the items returned by the filter are less than 5000. When I am trying to filter in the column header on a choice (single value) column it does not do anything. The value is selecting but the results are not displayed, I can also see clear filter option. Another choice column filter is not working for a particular value, I can filter on other values but this one particular value is not filtering. There is no error in the UI but in ULS logs I see throttling and slow query errors. There are three things common in both these columns 1) The item count exceeds 5000 for choice values in the entire list 2) Both are choice single value column 3) Both are indexed. My question is why the filter is not working on the view which is filtering less than 5000? Also if I remove index from these columns the filter works in column header.