The problem may be that you have entered '0' in the breeding record for 'Offspring quantity' whilst ewe still pregnant. This field should only be updated at the end of the pregnancy. So for example 


Scan = 2, Offspring quantity = 1, Offspring Deaths = 1


If you go through and delete the '0' both the filters and the reports will work correctly.


'0' in this field means that there has been no lambs born for this ewe.