Consider the following scenario in a Microsoft Skype for Business Server 2015 environment:
You apply an instant messaging (IM) filter to prevent users from sending instant messages that contain live (clickable) hyperlinks (URI prefixes with https: aren't in the block list) by using the Set-CsImFilterConfiguration cmdlet.
You apply a file transfer filter to block a user's ability to transfer certain types (for example, files that have exe file name extension) of files by using the Set-CsFileTransferFilterConfiguration cmdlet.
You send a non-blocked prefix with a blocked file name extension (for example, https://contoso.com/site.exe) IM to another user in the Skype for Business desktop client.
In this scenario, the message isn't filtered.
To fix this issue, install the May 2019 cumulative update 6.0.9319.548 for Skype for Business Server 2015, Front End Server and Edge Server.