You are allowed to store unfiltered text in data stores. That is not a concern. You just need to filter before displaying.
To clear things up, you only need to do this if you save it. I would further presume that you only need to filter if you load it from the data store – you don’t need to filter text for the same player that typed it in the same session. When you “jump” over to a new session or “jump” to new users, you need to start filtering.
Still might be best to self-filter if you’ll have to filter in future sessions to reduce confusion, but I want to make sure that the filtering rules are as clear as possible. It can be hard to find clear information about it from staff so I keep relevant bookmarks for cases like this.