If I read this as “multiple MLT filters” the answer is No.
To make it clear, user can open the Colourist Filter and select only the filters they want
That is not how Shotcut works. See how Mask: Simple Shape and Mask: Apply work with filters in between them.
To better guide you, how is what you want different than what Shotcut offers today? If you are asking about a change to an architecture or workflow, then it is very difficult to answer, and I will likely decline.
Do you want to create masks by drawing a curve? MLT has a rotoscoping filter for that. However, Shotcut does not yet have an on-video UI tool for that (i.e. VUI), and it is not easy to make but is on the road map.
Do you want to create a mask by picking a color? You can already do that:
It is trivial to make a Mask: By Color based on this or Chroma Key: Simple.
How do i link one filter to another filter? For example Bezier Tool to select the portition of the clip and i want to link it to colour grading?
You don’t. That is contrary to the Shotcut architecture and workflow that I mentioned above. Why limit it to the Color Grading filter? Shotcut today lets you apply the mask to any one or more filters. You can even use filters to affect the mask.