Please try Action filters.
- Filter Actions
- Filtering a Dashboard From Another Dashboard | Tableau Software
- Action to jump to another dashboard in same workbook based on field values
- The Power of Tableau Actions - Clearly and Simply
hope it helps.
Another option is to duplicate the field you want to use as a filter. You can then have "two versions" of that filter that you can play with independently or in tandem across multiple sheets.
If you filter A and set B to "relevant values only" (even if on different sheets) it'll accomplish your goal.
Another option still may involve using Sets. I must admit, I don't usually go for Sets. I believe they may offer some performance gains if performance is a concern, but when I need to do any sort of logical exclusions, I always turn to a calculated field.