I'd like to create a Data Filter that has AND and OR conditions in it, like
x AND y AND (a OR b OR c)
I'm unable to merge two filters. Is this feasible?
This is very feasible. You would just need to create child nesting conditions inside your drag and drop filter settings. See below screen shot for example:
To do this, you click on the little grey boxes at the end (highlighted part in image). This will create a 'nested conditional' inside of your overarching conditions.