Hi Erika.
I do not know if you already found the answer, but in this dropdown filter, you need to do everything manually.
In my case, for example, I am trying to filter an enumeration attribute. was necessary to create all options.
see below
The attribute values are the name of the values inside the enumeration list.
For dynamic filters, you need to create something for yourself.
see here
https://forum.mendix.com/link/questions/95316
I hope it helps you.