You need to add all quotes listed in the quote filter:
Differentiate between what you actually type and what the automatic quote substitution (‘typographic’ or ‘curly’ quotes) makes from it, depending on your locale: "→„“ or “” or «» etc.
This has been discussed before:
https://forum.glyphsapp.com/t/where-are-the-quotation-marks/3349/
https://forum.glyphsapp.com/t/another-quotation-mark-noob/15133