A joint report might be an option,

create the joint report on Account and opportunity use Account segmentation as the second report type. group report by Account.

https://www.salesforceben.com/creating-joined-reports-in-lightning/

I guess you are filtering on the wrong field. Segment (API Name Segment__c ) is the field on the Account object. while you are entering the id of Segment record which is an independent object record hence it showing the blank report.

you can create the joint report

account with the opportunity 

Account with the client segment

the second report type will have the required secondary master field.
then you can filter on it.

I believe this will resolve your issue!!!!