After turning on the filtering bridge option, I observe the same 
behaviour of the traffic shping, e.g. delay on inbout pipes is applied 
whereas on outbound pipes it is not.

The good news is that shaping of incoming traffic in filtered bridging 
mode is working like un non-filtering bridged mode. The bad news is that 
in both non-filtering and filtering mode, shaping on outgoing traffic 
apparently does not work at all.

Rolf