I have a filter for important, unread and starred. Every time I try to change my Gmail priority inbox to the that label, it changes to: "All Everything Else." It doesn't matter if I try inbox #1, 2 or 3.
Here's the label: "label:starred-important-and-unread" I made the filter by putting that string into the "Has words" section of the filter creation box.
Here are some screenshots
What happens when I press save: