You have associated a custom MDF entity (standalone object, not a composite object ) with your Compound Employee entity (SFAPI/SOAP API), but you are unable to filter compound Employee entity on the basis of the fields of that custom MDF entity.
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This is an expected behaviour. There are pre-defined set of filterable fields available for Compound Employee API (SFAPI/SOAP API) which can be found in Compound Employee API Data Dictionary (SFAPI/SOAP API). Compound Employee (SFAPI/SOAP API) entity can not be filtered on the basis of the fields of associated custom MDF entity.
Custome MDF entity, Compound Employee, field filter , KBA , LOD-SF-INT-CE , Compound Employee API , LOD-SF-INT , Integrations , LOD-SF-MDF , Metadata Framework , How To