I am having the same problem when filtering by Class on the Customer Balance Detail report.  The payments disappear even though it is tied to the invoice with the Class.  I went through the tips, Verify Data, Rebuild Data, computer restart but it did not help.  Unfortunately, when utilizing Customer type, I do not get all the customers because I have customers belonging to more than one Class, therefore more than one Customer Type.  That will require adding multiple customer data records for a customer.