Hello @albmargar,
How are you populating the list of values for the second filter? If you have something like country/city you can use the “Show only relevant values” for the second filter, which should give you a list of only the relevant values based on the first filter.
Here is a post that explains how to set up this kind of cascading filters.
I also found the same behaviour you found with the select all some time ago when manually entering a list of values for a filter, and I expected the Select All to just have a list of all values, but it looks like Quick Sight just removes the filter altogether when the Select All is selected (or all the values are selected, which results in the select all being selected)
I hope you can workarround this with the cascading filters based on relevant values.
Let me know if it works!
Kind regards,
Andres.