Please, check the following:

1. The filter option must be added in your Filter Menu admin. If you didn't add the filter to the filter group in your Power Tools admin it won't appear on the frontend.
The filter option must not be hidden, you can tell a filter is hidden when it is "greyed-out", in the case it is hidden, click the "eye" icon to unhide it.

2. There must be matching products for that filter in the source collection. Filters are collection based, and if there are no products/results to show then the filters won't appear on the store.

A quick way to check the source collection is to click on the link in the "Source" column for the filter that doesn't appear on the frontend. This will open the associated collection in your Shopify admin, where you can check the collection has products in it and that those products are not hidden.

3. The collection must not be hidden or unpublished. In the case that the collection is hidden you should see this message for the missing filter.

4. The filters need to be updated. You may see a warning on the filters that don't show on the store. Note that filters that display any of these warnings will not be shown on the store until they have been fixed.

There are a few types of warnings:

You can read more about these warnings here

5. You have too many tags in use.

Shopify has limits on the number of tags that are returned on any page - it will only return the first 1000 unique tags. If you exceed this number then the tags get truncated down to the first 1000. The filter menu uses these tags to generate the filters and if you have many tags that are not being used to filter then these unused tags will take up the available spots and the actual items you want to be filtered on will not be seen. 

The solution is to make sure you only add tags for items you plan on filtering on, and superfluous tags should be removed. 

You can view all the tags by going to any product in the Shopify admin, then pressing View All in the tags area. You can copy this list to Excel or another spreadsheet program, clear the tags you want to keep, then go to Power Tools -> Bulk Edit Tags, and paste the list of tags to be deleted into the Bulk Delete Tags box.