UPDATE (2022-03-05): 

After a pretty long waiting period and several email exchanges with Alpine Astro I asked them to replace my OIII filter with the 3.5nm Hα filter. I still hope that Baader figures it out what happened with the OIII batch of filters that for some reasons had an enormous reflection problem. According to Alpine Astro Baader is still analyzing the data, they will keep me posted about their progress and as soon as I get some information, I will update this thread again. In the meantime, I received the new Hα filter and had a quick chance to try it out. With my currently used setup with the 2x Televue Powermate, making my scope an f/14 one, I did not expect great results, hence I aimed at 2 bright targets. No 1 was Betelgeuse, no image of it posted here, but I certainly can say that there were no halos visible at all. The second one was pointed at the IC434 area, with Alnitak the main menace here with some good strong Hα signal. Version D shows the result after some minor processing. I am pretty happy about the outcome; this is a stacked image of 7x300s exposures. Alnitak is very well contained, barely any halo visible, and the signal of the flame and the background of the horse head is nicely shown (at f/14!). I will use this filter soon on my "standard" setup at f/7 and will post the result here as well.

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UPDATE: 

I exchanged some emails with Baader and Alpine Astro and after some information exchange I sent my filter back and received a new one from them this Monday. Clear skies (moon though ...) and ideal to take some images right away. The result was disappointing (as you can see). Now waiting on further information from Baader.

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UPDATE: 

Baader replied and with some of the replies I was very confused. I do not want to go into details, but they offered to inspect the filter. Personally with all the responses here (thank you all for this!!) I believe that this is not needed, as I am not the only one experiencing this problem.

I replied that I would like them to try this filter on a refractor setup and referenced this post for them as information. I still think that the general pattern indicates that there is a problem with refractors using this new 4nm filter.

Will keep you posted!

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So now I am of course VERY puzzled, since I just cannot believe that this is the real "deal", so I must do something wrong. Question is: what is it? 
Here a comparison shot between the 2 Baader OIII filters, the left with the brand new 4nm one, the right with my "standard" 8.5nm. While I like the dimmer stars with the 4nm much much better, well ... this advantage is taken away completely by the little brighter ones! I do not think that I need to point out what is wrong with them. They advertise frontside reflex blocker. Soooooooo ... am I taking the images from the wrong side? So far I did not really see a difference, maybe the new one does. 
Easy to say, I will not use this filter again if there is no other solution for that, so I would be very happy if someone could point out what I am doing wrong. 
This image is a 10 x 3 min exposure between the Eastern Veil and Pickerings Triangle. As we know, not THAT bright stars in this area! So far $416 out of the window. I wonder if I should contact Baader directly with that?!