Quite so.
Since the RCD was not switching off the tub, one has to conclude that the tub was returning its current through something other than the conductor 'marked' as neutral. Since it's hard to believe that there would be any additional neutral conductor anywhere, that would seem to make it very likely that current was being retune via the 'earth' conductor.
As you say, one then has to explain why the other (upstream) RCD didn't trip. That means that all of the return current must have been going through the 'N side' of that other (upstream) RCD - and the only way I can think of that could make that happen would be if the conductor 'marked' as 'earth' in the vicinity of the 'first' (downstream) RCD (i.e. that carrying the tub's return current) were connected to the other (upstream RCD's Neutral terminal.
Is that not the case? Can you think of any alternative explanations [I am, of course, assuming that the upstream RCD actually 'works']
Kind Regards, John