To replicate: 1. Check out an item 2. Change status to Long Lost 3. Submit a claims returned for that item 4. Look at the modification log and notice the claims returned was not logged 5. Use item search with the parameter Lost = Claims Returned 6. Notice the item does not appear in the results 7. Re-do the search with the parameter Lost = Claims Returned and Long Lost 8. Notice the item now appears It seems like Koha is not logging the second lost status (claims returned) and not able to search for claims returned only when an item also has a second lost status.
Bug 27919 set this behavior explicitly. Marking an item Claims Returned does not change the lost status if the item is already lost so there's no change to the item record to record in the item modification log and the item appears in item search only when you search for the lost status it was given before being claimed (in your step 7, you should also find the item if you search for *only* Long Lost). This seems like it's be one enhancement to create an actual claims returned log and/or another enhancement to give item search a way to filter to items associated with an active claim (regardless of lost status).