We are using Data Relationships as a Data Filter to retrieve data from two data extensions, but the filtered data extension has fields only that of the source data extension. What must I do so that I have fields of both the data extension in the filtered data extension
Using a filtered data extension will only give you fields from the source data extension.
You have to create a standard data extension with the required fields you need in it. Then, you have to use SQL Query activity (in automation studio) to capture/filter data from 2 data extensions and put in the standard data extension. Use SQL JOINS to fetch data from 2 different data extensions.