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when you connect the data the way you show (Blending) the resulting data set works at an aggregate level and you can not use LOD's or filter across the datasets
you would need to join or union the sets to have the full range of functionality - joining connects the data at the record level (row) union appends the data sets together
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Thanks for your response, I was trying to avoid to join or union the data as I have offline data and from different servers but I guess that I will need to do it using Tableau prep anyway.
I would definitely use Prep for this