After editing, the photos come from a “project” file, some of these photos receive a treatment in the chronology with different “filters”, in my humble opinion it would be interesting to be able to group them in a new file to separate them from the originals in order to save such as.

I suspect that the filter effects that you have added are in the shotcut project.
If so then the “filtered” images do not exist. they are rendered from the originals during export.

This is what I feared, before Photodex filed for bankruptcy I used its Proshow producer application which allowed and kept the retouched images. In this case, grouping is essential, otherwise it is obvious that my suggestion is obsolete.
Thank you for your reply.