Go to your INdex Filter in your first Sheet and Select sheets you want to apply this Too.
But What I wrote above, might not Be the Case.
You Go to your Dashboard, Select Filter INDEX() and Apply to Worksheets, It will work if you have all sheets from same datasource.
Otherwise, you may use all Related Datasources.
Remember a posted workbook resolves thing faster, Rest is Guesswork and Guess is not always Right.