It's not the filter. The problem is that you are shooting light that is highly saturated, and it's maxing out the values available in the codec. It's the equivalent of a bright sky clipping to white, only instead of brightness, it's the color saturation that is clipping. Not much you can do about it--it's a limitation of the camera's sensor and codec. We see posts on here all the time with similar issues, and it's always centered around live concert footage because of the heavily-gelled lights.