Hi @Pedro_Andrade ,
Test the following
1/Create filters using the 5th dataset ( Segment , Country , Account ) for a visual. You can later hide it using free-form layout and conditional rules.
2/Create a cascading control Show relevant values only [Adding filter controls to analysis sheets - Amazon QuickSight]
3/Create a visual from 1st dataset and 2nd dataset [Use a table visual, easier for comparison]
4/Add the common key (Account ) to filter for both visuals . Filter properties > Applied to > All applicable visuals.
5/ Select a country and segment . It should show only relevant values for account. The same account should also be filtered in 1st and 2nd dataset if available.
If the above works then you do not require a join , else you would have join the dimension table to each of those individual datasets.
Kind regards,
Koushik