It seems that combining live and not-live filters together breaks the consistency and standards heuristic. It might also break the "show system status" heuristic - since users are getting instant feedback from some filters and not others, does that mean the not-live filters aren't working due to a system glitch? Or (in this case) is the system expecting additional user interaction that isn't obvious?
I think another possible workaround could be dividing the filters that require interaction from those that can update instantly. If it makes sense in your design, you could show the "live" filters on a panel across the top of your data set, and hide the "expensive" ones under a Filter button that needs an interaction to fire.