@lennox1 I've just gave this a try and didn't have much luck for cross-filter across multiple datasets. The documentation seems to indicate the same thing: https://learn.microsoft.com/en-us/azure/databricks/dashboards/#cross-filter 

I scanned the release notes for 2024 and 2025 with CTRL+F. There's a good deal of updates for cross-filtering. Could be worth keeping your eye out: https://learn.microsoft.com/en-us/azure/databricks/ai-bi/release-notes/2025 

To filter different datasets together, you could use a Global filter? ☺️. I appreciate it's not quite cross-filtering but it's a cool thing nevertheless. I.e.

Before filter

After global filter

Some other community members may have some funky workarounds. 

All the best,
BS