Overview
If you saved a filter on its own and now want it inside a folder, you move it through Edit Filter — not by dragging it.
Steps
Step 1: Open the filter
Find the saved filter and click Edit Filter.
Step 2: Change the filter if you need to
The edit window is the same one you used to build it, so you can adjust the filter itself at the same time. Skip this if you only want to move it.
Step 3: Set the save location
Click Save Location and select the folder you want the filter to live in.
Step 4: Update and apply
Click Update, then Apply. The filter moves into that folder.
Important Notes
Moving a filter is done inside Edit Filter. There is no drag-and-drop and no right-click menu on the filter itself, which is why this is hard to find.
Save Location is the control that does the moving — it sets where the filter lives, not just where it saves the first time.
Both Update and Apply are needed. Stopping after Update does not complete the move.
You can edit and move in one pass, so if a filter needs tidying up anyway, do both while you are in there.
Troubleshooting
You cannot find a way to move the filter
Open Edit Filter on the filter itself. The move lives there, under Save Location.
The filter is still showing outside the folder
Check that you clicked Apply after Update.
Summary
Click Edit Filter on the saved filter, click Save Location, choose the folder, then click Update and Apply.