I happen to know exactly what your talking about as I have this enabled on my device. I've noticed the same challenge.
Settings > Messages > Filter Unknown Senders > toggle on.
I noticed nothing is really showing in my Unknown Senders right tab within Messages as well although I don't tend to get much from people not in my contacts. Have you deleted the threads when they come in and they are still not going to the Unknown Senders tab when a new message comes in?
Thank you!! I have asked this same thing a few times before, but never got a reply. I am so happy to know I'm not crazy! Yes, my phone is set up exactly how you said yours is. Unfortunately, I get a lot of spam text messages and calls. One of the recent texts really spooked me because they included my home address in it. Sometimes they only have maybe 6 numbers with a dash between them. Like you might get when you have to change a password somewhere. So, I usually put Do Not Disturb on the texts and block the callers. Although I suppose by now my blocks are invalid for most of them.
I just found it strange that the only message that has ever shown up on the "Unknown Senders" side was actually a friend on my contact list, but she used an email address that she usually doesn't. That was it. And well over a year ago. I suppose I'll just have to take myself to the Apple or Verizon store and have them look at it. I just hate to do that, because I'm ready to upgrade to an iPhone 6S Plus, and I know if I am actually in the store, I'll give in. LOL
Thank you again for your reply. I will go into my phone and delete all the messages and calls that are in my phone and see if it helps.
Yep! I'm gonna contact Apple and see what they say.
It seems to be working better in the latest software update that Apple put out. I couldn't get a straight answer... but last week an old friend text me.. new number.. hadn't heard from him in years.. and it showed under the unknown tab.