Saved/Shared Reports and Filters are separate things. Saved/Shared reports are basically bookmarks that take you to a page in the dashboard (different users will potentially see different data based on the users they have access to and any filters they have applied).
Once the filter is applied, if you navigate around using the details displayed under the Filter, then you will only see if information in relation to the filter.
If you navigate back using the breadcrumb, the filter will be automatically removed.
When selecting Reports, if you have no saved filters or shared reports you will be shown:
Creating and saving a Filter
To create a saved filter, navigate to Filters, this will open the section where you can start to build the parameters for your filter.
The parameters chosen in the below example are any member of staff where their department is Customer Support or Sales. Once you have the relevant parameters in place click Apply.
If you wish to save this filter, so that you can easily access the data, click Save Filters, type in the name of the filter and Save.
You can now select the filter from your Saved filters. You can also rename your saved filter and delete.
