Filters take rows out of the underlying table. That's why your whole Thursday goes away.
And filters work across all dimensions, so whatever it does to one measure, it will do it to all measures.
I think you're going to have to identify the day to eliminate some other way. Probably with parameter(s).
Question: are you going to chop out only one day, or does your expected design allow the user to eliminate multiple days?
The problem with parameters (as they are currently designed) is that they are always single-select animals. You can't set up a parameter that would allow you to select (or chop out) 2 or 3 values.
Assuming you need to mess with multiple days, I hacked together the attached.
Seven params. Each configured as sliders. Each has two values (Y/N). I sized them so that they only have working arrows. Now with one click the user can turn on/off individual days.
Then I modified [Variable (Filter 1) (copy)] to react to the values of the params.
Of course, you would neaten up the presentation of those filters. I have a dashboard like that. Here is how I presented it:
(Users can turn on/off different lines on a chart.)
In your workbook now you can turn individual measures on/off by day.
filter by DOW_v10.4.twbx 30.2 KB