Shooting with a PEN-F RAW +LJeg, the art filters are fun to use but when I import the image into Lightroom the effect of the filter does not come over, am I missing a setting or how should I deal with it?
Appreciate any help
If these art filters are in-camera filters then Lightroom will not be able to show that filter in the raw image. All camera makers create their own unique raw file format. Adobe creates support based on common settings. And art filters are unique to your camera and will not be supported in Lightroom. The JPEG images, however, should show the effect of the filter. If there was software provided with the camera that does read the filters in raw images you could use that software to generate TIF images that could then be worked on using Lightroom.
When shooting raw, any special effects you set in the camera do not show up in Lightroom.
The only settings that are read by Lightroom are exposure (f/stop and shutter speed), ISO speed and white balance.
Other camera settings are not read or understood by Lightroom - if these settings are included in the raw file, they can only read by the camera manufacturer's (Olympus?) own raw conversion software.
I suggest that you use Lightroom to edit the photos to your liking - a freshly imported image only represents a starting point.