You have associated a custom MDF entity ( standalone object, not a composite object ) with your Compound Employee entity (SFAPI), but you are unable to filter compound Employee entity on the basis of the fields of that custom MDF entity.
This is an expected behaviour. There are pre-defined set of filterable fields available for Compound Employee API (SFAPI) which can be found in Compound Employee API Data Dictionary (SFAPI). Compound Employee (SFAPI) entity can not be filtered on the basis of the fields of associated custom MDF entity.
Reference KBA: 2597777
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