I cloned the django-jet-demo and tried to use RelatedFieldAjaxListFilter as described here.
I modified the PersonAdmin list_filter as shown below-
list_filter = (
('address', RelatedFieldAjaxListFilter),
'company',
)
But after this no related fields are visible in dropdown. Screenshots are attached.
Without RelatedFieldAjaxListFilter:

With RelatedFieldAjaxListFilter:

I am having the same problem.
Do you use some packages that change the select input box performance?
I think the problem is the RelatedFieldAjaxListFilter do not set ajax class in the filter and the toolbar.js do not add ajax class on the Select too.
Did you try solve it adding the ajax class?
I rewrote the filter.html set everything in select html adding the ajax_attrs from the class and changelist-filter-select class to apply the filter event.
Please make a PR :D
@a1Gupta thanks for report. Indeed this bug appeared in 0.9+ versions. Fixed in dev branch and will be released in 1.0.3