SQL Server weird issue with indexes and query planner
For some reason however, when I pick the SCRIPT INDEX -> CREATE TO -> NEW QUERY WINDOW from SSMS Object Explorer, it offers the basic index creation script where the index is NOT filtered. 


"For some reason" indeed. So weird and strange. You probably have "Script for server version: SQL Server 2005" set in SSMS Tools &gt; Options &gt; SQL Server Object Explorer &gt; Scripting:



2005 didn't support filtered indexes, so it leaves out the WHERE clause on purpose. Make sure that is set to 2008 or better and try again.

For the queries that are performing differently, are you sure the databases are identical? Do they use these indexes, that are filtered on one system and not on the other? Are both databases set to the same compatibility level? Have you updated statistics on the copy? Have you performed any index maintenance? Has the data skewed? Have you tried recompiling the queries with the largest behavioral changes?

(These are all formed as questions but you can interpret them as rhetorical and quasi-suggestions.)