if you can share a packaged workbook (.twbx) that would be really helpful so we can see how your data and workbook are set up.
I'm not sure if this answer is going to make sense to you or be quite applicable but --
When you use a filter, it filters everything in the worksheet. So if you're talking about the Tableau filter functionality then it's going to be on a per-worksheet basis, not a per-calculated field basis. You'd need to have your fields on separate worksheets to have the day of week filter act on them separately.