Hi, hmm, then this can be the "issue". in design studio all variables are merged - this means when a variable is set, all data sources are on the same variable value.
if the variable is on the dimension which can be changed in the runtime by filter in different data sources, then during runtime the filter values are separated. But there is an influence between variable and filter - those must be synchronized. (as you can potentially change the variable on runtime which again will influence the filter...).
Now, when bookmark is loaded, all those informations are saved in the data sources and filters from data source 2 (as last data source which is loaded) are winning.
Q: are they in your scenario? I cannot recognize this in such detail by the initial entry.
I know this is complicated, but the way how BW is handling variables is also complex, I think there will be an improvement in 1.4 release, where fragments of the application can be bookmarked, then you would be able to bookmark additionally some hidden fields which you can restore later into separated filters..
I will check if i can blog on this, perhaps something like this would be possible also in 1.3 release.