This morning, the custom filter for old.reddit.com was working.
Then I clicked the "Privacy" / "Content blocker" / "Update now" button in settings, as the filters were a week or so old.
Then the next time I loaded reddit, the promoted posts were back. I switched profiles then back and the promoted posts still appeared. I quit/restart-ed Orion and the promoted posts still appeared.
I added a new rule to the custom filters in a voodoo attempt to force them to be re-read somehow. The promoted posts still appeared.
Then I restarted Orion again, and the promoted posts were hidden again.
The TL;DR is something like: Updating filter lists stops custom filters working. Adding new rules and restarting Orion seems to get the custom filters working again.