A wrong configuration of the Connection Tracking prevented the Layer 7 Filters to work properly. All releases starting from 2.0.RC1 to 3.1.0 have this malfunction. To fix this issue, please install the BugFix Package 23102 on the Zeroshell 3.1.0.
This package also eliminates the limit of 100 Free Authorized Clients of the Captive Portal.
Thank you very much, Fulvio.