You might want to right click the message, but as you are already aware that is not an option. Perhaps use the filter log to view that information. it is accessed from the filter dialog along with edit etc. It can however be exceedingly slow to load into the dialog and may appear on first glance to be empty. That is because the filterlog.html file can be many megabytes in size (mine is 87MB) and Thunderbird can take many minutes to parse the entire log to load it. Generally it is much much faster to double click on the file in the profile folder and load it in Firefox.

Have a look at your message source. (Ctrl+U) to get the message ID, then search in the Firefox tab (ctrl+F) for the message id. You could also search on the subject, but there may be more than one message with that subject in the log. Multiple instances of the same email ID mean multiple filters hit that email.

This is an actual log entry from 4 years ago:

[28-Feb-21, 11:51:13 AM] Applied filter "From is: mailer@lithium.com" to message from Mozilla Support Forum <no-reply@support.mozilla.org> - Thunderbird upload over IMAP aborts at 28-Feb-21, 11:41:47 AM moved message id = 01010177e6310344-895cb7e9-e813-480d-a727-f9d7db44bc2c-000000@us-west-2.amazonses.com to mailbox://nobody@Local%20Folders/Lists/Mozilla%20Thunderbird%20List

Awesome, that worked, thanks! I had a few issues along the way, which I'll mention here for posterity.

First, my color scheme prevented the filter log from showing (it was white on white). Then, when I saw the filter listed, I still had to figure out which it was, because this filter wasn't named. (I wish the filter search let you search for the other attributes of the filters, not just the filter name.) Last but not least, when I clicked the "Mark it as solved" button in the email sent to me by Mozilla which included your response, I got a 405 error.

In any case, your reply helped me find a solution!