Sometimes, as much as I try to select a wall (I put the cursor on it, move it around, etc.), I can't seem to click on it, only the door on this wall turns up blue.
Have you tried using Tab to cycle through the available items? If you cross through it with a selection window (Right to Left) does the wall get selected and it is available when selecting the Filter button?
I came across similar issue, however wall was in another design option. I enabled that design option and it was good to go. It may also happen due to phases. Good that you got solution for your issue.👍
