Engine modes can be stored in either the solution configuration, or the global (machine) configuration. This is the difference between the (This Computer) and (This Solution - Shared) modes that you have. Somehow (perhaps through upgrading the product), you have two sets of engine modes that exist, one stored in each of these different configuration files. Engine modes won't behave any differently by where they are stored - it's just intended to make things easier for people that want more control over how they share configuration. As the filters you want to create are specific to your solution (with its integration tests), I would recommend disregarding the global engine modes and concentrate on setting up the shared ones instead.
To fully exclude all integration tests from automatic execution, you need to adjust the 'Tests to execute automatically' setting for each of the engine modes. Note that these settings will only be active when the configured engine mode is selected via the NCrunch UI. If you at any time select an engine mode that does not have the category exclusion for integration tests, the engine will place integration tests in the queue.
If the engine still seems to queue integration tests automatically, it's worth adding the 'Category' column to your Tests Window to ensure that the category for these tests has been detected correctly.
If you only run integration tests via a different tool, the NCrunch 'ignored tests' feature might be a more appropriate feature for you.
Thanks for the UI bug report. I've noted this down for a closer look.