When creating a new filter, the Special:Log/abusefilter displays that User:Admin modified filter ###.
It'd be good that instead a new message could be added for when a filter is created which said that User:Admin created filter ###.
Similarly, when a filter is disabled or marked as deleted, that should appear with proper messages in the Special:Log/abusefilter.
That way we will have properly documented actions and maybe we could filter the logs later as it happens on Special:Log/block to show only creations, modifications, disablements and deletions.
Edit: Given that we need to resolve some things first before making the logging of the disable and marking as deleted possible, I'm reducing the scope of this task to log only the creation of abusefilters.