By default, the Live filter uses Ajax technique to load filter result. It means the page doesn’t reload, and an asynchronous request is sent to the web server to retrieve the result.
It might lead to an issue that shortcode of theme or another plugin is visible in the retrieved result. The reason is these shortcodes are not available (and not executable) in the asynchronous request.
To resolve this issue, you can disable Ajax and force to reload the page on click filter:
/* Live Filter force to reload page */ window.cvp_lf_reload_url = true;
The page will be reloaded, and all shortcodes will be available and executable in the filter result.