Negative retention for chloride in hydrolysate filtration
A combination of osmosis and Gibbs-Donnan effect is the correct explanation.

With a semi-permeable membrane such as the one you are using, or a cell membrane, or in dialysis, water can move freely as can chloride and other small ions, however large molecules such as proteins cannot.

A simplified explanation is this: in osmosis, the tendency is for the osmotic pressure and charge to equalise on either side of the membrane. Proteins usually have a negative charge and exert a large osmotic pressure. Thus, to balance this out, small anions will diffuse to the opposite side to where the proteins are. Water will diffuse until the osmolality is equal on either side of the membrane unless there is a hydrostatic pressure forcing it to the other side. In the absence of hydrostatic pressure, you will end up with a higher concentration chloride solution on one side and a higher concentration protein solution on the other side.

Here is a diagram:



If you assume that the small particles you can see are chloride and the big particles are your proteins, you can see that the chloride concentration in the permeate is higher than the retentate and higher even than the feed.