WORKAROUND:
Instead of clicking on the Stored Procedure list in the second database while the Stored Procedure list from the first database is still highlighted, click somewhere else in the treelist first.
For example:
1) The list of Stored Procedures in the first database is highlighted.
2) Click on Tables list, so it is highlighted.
3) Then click on the Stored Procedure list in the second database.
4) Apply filter on the list of Stored Procedures in the second database.
STATUS:
Waiting for a fix to be released in a future version of Toad for SQL Server.