The next version has a feature to copy filters to multiple clips including a group:
Also, you can put only the clips you want with the same filters on its own track and add filters to the track by selecting the track header.
Lastly, you can use a .mlt file as a clip and add filters to it. Some tools call this nested timelines or sub-projects or possibly something else. Yeah, it is not as convenient as select multiple and convert them to a nested timeline, double-click a nested timeline, multiple timelines in tabs within a project, etc. I am not sure we will add that complexity into Shotcut. I do not want to include evert feature that every other tool has and then some. I like it simpler and less work to read through all the menus, toolbars, shortcuts, and options.