Pressing Enter should close the Filter by _ popup. Some users try clicking the X to close the popup, but that clears the filter. Perhaps there could also be a check next to the X to keep the filter.
Filter by Domains is confusing: Should work for partial text matches on domain names
~Nice to have: filter at the beginning or end of a word; toggle fuzzy or exact matches~
A few suggestions by Hasso:
The third one we'll put off for heavier usage.