I'm having the same issue on my side.

After looking at the code, it seems the MDC will only be shown for Appenders logging after the following one :

• Any child of "OutputStreamAppender" (ConsoleAppender, FileAppender or RollingFileAppender)
• an SMTPAppender

In each of these case, the "append" method delegate a part of the work to "subAppend" which in turn call "prepareForDeferredProcessing" on the LoggingEvent (finally, prepareForDeferredProcessing add the MDC information in the LoggingEvent.)

So if you're running X Appender(s) without one of these running first, the LoggingEvent object isn't updated with the MDC.

What I fail to understand (as I just look at a limited scope of code) is why isn't this call placed in a more generic place ?
Following the example of the SMTPAppender, each individual Appender Implementation should be responsible of adding the MDC information to the LoggingEvent ?

My suggestion would be to put these call in both "ch.qos.logback.core.UnsyncronizedAppenderBase.java" and "ch.qos.logback.core.AppenderBase.java", in both case in the "doAppend(E eventObject)" method, just above the "append(E eventObject)" such as :

public void doAppend(E eventObject) {
   ...
   if (getFilterChainDecision(eventObject) == FilterReply.DENY) {
      return;
   }

   //Adding MDC, Thread and FormattedMessage data to the LoggingEvent
   if (event instanceof DeferredProcessingAware) {
      ((DeferredProcessingAware) event).prepareForDeferredProcessing();
   }

   // ok, we now invoke derived class' implementation of append
   this.append(eventObject);

   ...
}