Filtering of Custom Attributes Links is not supported. The $filter is missing when a custom field attribute as a link is used.
This is a very known issue and it is documented as a known limitation ( Document could be accessed through the below link ).
Known Limitations - Technical Documentation For IFS Cloud
However, the customer seeks for a solution and to solve this issue.
Business Impact: This malfunction treats us to work with two tabs and always copy and paste the desired value in the filter line of the new tab. This is a lot of clicking and the usability suffers dramatically.