Lens blur filter not applying to masked later

Hi all, 

I am using masked layers to selectively apply blur to my photograph. In the preview the blur looks great and is applied to the area correctly. When I click "OK" and return to the layer, the blur does not show. If I delete the mask and leave the image behind then the blur appears. However I need to keep the mask to continue with further edits. 

I followed these exact steps last week without issues and now following the same steps has a completely different result. How can I make sure the blur is applied correctly?