The in-camera modifications will not appear in LR or ACR when shooting RAW. In Lightroom and ACR, you get the raw sensor data, unaffected by in-camera modifications.
If you want the in-camera modifications, you can shoot JPG, or you can use the camera manufacturer's software.
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You see by importing the pictures the original photo with the filter and after importing you see that LR remove the filters.
The image you see briefly is the embedded jpg preview, which will show the filter setting, before the the raw file is rendered.
This is so that you can see an image while waiting for the raw file to render.
As mentioned by dj_paige , Lightroom ignores any in-camera settings, and renders just the raw file.
I suggest that you use Lightroom to create whatever effect you're after. You could then create a deveop preset, and apply it to several photos.
I will tried the software from panasonic to tried of I can get the original photo from the camera with the filter.
Thanks for your answers.