We have a similar issue; we report on the Task table with these criteria:

Active = True
State IS NOT "Solution Proposed"
Assigned to  IS (Dynamic)  ME

When the State changes to "On Hold", it disappears from the report. As far as I can tell, all three criteria are true, so any ideas why it's not appearing?

Note: FWIW, we DO have "On Hold" as a choice on our Task table:

David A