Why did the water stop a few hours after my Culligan reverse osmosis filter change?
The manual has this under Install Filter Cartridges (I ignored the "lubricate" part as it did not make sense to me),


  Twist the cartridge to lock it into the manifold. 
  See Figure 2. 



I turned the incoming water pipe tap off (from the along-the-pipe position to the across-the-pipe one).
To remove the filters, I twisted them counter-clockwise (looking from the bottom up) and pulled them out.  
To put the new ones in, I removed the cellophane from their tops, removed their lids and twisted them in clockwise.
Turned the incoming water pipe tap back on.


The drinking tap in the kitchen had water for few hours after that, then stopped.  


Suspecting an issue with incoming water supply, I removed the cover of the filter shelf, removed the steel holder above the incoming tube, pulled out the tube with its plastic cuff, got a bowl ready, turned the incoming tap on for a second and saw the water gushing.
Suspecting a blockage between the filters, I removed the two filters, forced the leftmost (sediment filter) manifold open by rotating it with a screwdriver (taking care not to inflict damage).  Opening the incoming tap for a second pushed water through the manifold.  Closing it off and opening the manifold for the carbon filter showed no water.  (In retrospect I guess this happened because I closed off the sediment socket).
Suspecting an issue with the Automatic Shut-Off (ASO) valve located between the two filters, I removed the top cover, removed the screws, pulled it out, at which moment a few liters of water gushed from the opening (emptying the bladder-pressured tank).


The investigation steps above turned misdirected.  After talking with a local Culligan salesperson, I followed their advice and twisted the filters harder in (clockwise looking from the bottom up).  As soon as I turned the incoming tap on, I heard the water filling the filter system.  The drinking water tap in the kitchen had water couple hours after that.