the usual ways are by applying the filter directly
of by using a worksheet or d/b action
but if you have already tried that and it didn't work then there is something else going on (like multiple blended data sources)
if that is the case we'd need to see your twbx workbook to understand what is going on
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It should work, do you have a workbook?
What is the calculation you are using "Alert- Show members who have z-score only less than lower threshold or more than upper threshold"
is it LOD or basic calc or any table calculation.