First, I have no idea why that is happening. All I can suggest is that you post a screenshot of the full filter settings so someone here on the forum may have suggestions.

Here are the settings.

I wonder about a conflict between the settings in Account settings > Copies & Folders and your message filter. In Account settings > Copies & Folders, is "Place replies in the message being replied to" checked?

Is your intention to save one instance of each sent message in one folder and another instance of each sent message in a different folder?

If you want only one instance saved, but in an account that is sometimes or all the time different from the sending account, you can do that in Account settings > Copies & Folders. Maybe you know that already.

Is your intention to save one instance of each sent message in one folder and another instance of each sent message in a different folder?

That is the plan. It works but I also get the message in my inbox like its a new message. Odd.

In Account settings > Copies & Folders, is "Place replies in the message being replied to" checked?

No, should it be?

Not for what you are trying to do.

Ate you cc’ing yourself in these messages?

I created the same filter. It works without putting a copy in my inbox.

Ignore my last question. Your screenshot shows that you are not cc'ing yourself.

On what folder does your filter operate?

Send yourself a message. In the message filters window, click on "Filter Log" and see if it says something useful.

Could it have to do with the following?

The sending mail is POP under an alias identity Gmail account. The folder where I am sending the copy is IMAP (sent folder) normal Gmail account.

When I send from POP the email is copied to the sent folder in the sending email account (POP) as normal. The rule I have setup (see above) is sending a copy to my other email account that is IMAP. The copy goes there as requested but then there is this other copy that is sent to the inbox of the sending POP email. I am wondering if it is nothing to do with Thunderbird but with Gmail. Could it be to do with the alias identity? I can find no setting that would cause this.

Odd.

I don't know. I am not familiar with gmail. But does that mean that you may not have checked the right account to see if "Place replies in the folder of the message being replied to" (incorrect reference above, sorry) is checked?