I have had this issue on the Lumia 635 before. The only way I could fix it was to use Lumia Recovery software to re-install the firmware and OS.
I noticed that the initial app install on the 635 can fail when setting up the phone. The phone reboots during the initial app install process if it has failed, and none of the extra system apps will be present after the install/reset.
If this happens, call+SMS filter will not function (even if it is installed from the store). If the apps fail to install on a reset or recovery, try resetting again until the initial versions of the system apps are installed correctly, then allow them to update from the store. Call+SMS filter should then function correctly.
The stand-alone version of the Call+SMS Filter app in the store does not work with the Lumia 635. The working version is installed along with the 'extras+info' app.