I've been using Dexcom1/1+ for a few years now, but I've very recently had two sensors fail in similar way to what you describe. The filament was visible when I looked at the sensor before fitting, but after fitting there was something sticking out of the black dot on the top of the sensor. One of these sensors failed during warm up, and one came back with a failure within seconds after pairing. Removing the sensor showed no filament on the skin side of the sensor, or in my skin. I'm going to try phoning them in the next few days, so I'll report back.
I contacted Dexcom by telephone about the missing filaments, and was sent 2 replacement sensors (3 total replacements in the last two months, in spite of their website saying they would only replace 2 per annum). I'm NHS funded in the UK, but my prescription is limited to 3 sensors every 30 days, so I'm often taking days off to make up for failures.
Out of my previous 9 sensors before the phone call, only one had lasted the full period. Two had failed during warm-up (see above),one lasted 9 days, two lasted 8 days, two lasted 7 days, and one lasted 6 days. So 32 days without sensors out of 90 days!
All my previous sensors were fitted around the waist, so I decided to try fitting to my arm. So far I have had two sensors last the full period when arm fitted.I'm skinny and spent most of my time seated.
If you apply for a replacement using the Dexcom on-line web form, they ask you lots of questions, in spite of being logged in to your personal account which has most of those details already. You'll also need to have 'Clarity' running, so you can tell them when the sensor was started, and when it failed. If they agree to a replacement and ask for a return of the failed one, you'll need to return both the spring loaded applicator and sensor, so don't bin the applicator until the sensor has run its full life.