I run into this problem often. Databasename filter is based on the database name specified in the connection Initial Catalog. Maybe you can use a host name or application name filter instead if you want to capture specific application queries.
I am still not using extended events, but I also read that this is the way to go if your using SQL 2008 or above.
__________________
MS-SQL / SSIS / SSRS junkie
Visit my blog at dba60k.net