Currently when you edit a filter the Filters dialog clouds over so that you
can't add, edit or remove other filters.

There doesn't seem to be any obvious reason why you shouldn't be able to
add/edit/remove two or more different filters at the same time.

The following would need to be considered as part of changes to this functionality:

If you edit a filter, it you should not be able to be opened the filter rules
dialog a second time.  Perhaps is could be greyed from the list, or if this
isn't possible, then the filter window in question might come to the focus
(perhaps with a warning that you're already editing that filter rule).

If it can be greyed out then this would address any issues with deleting a
filter currently being edited.  If it can't, then a dialog should warn the user
that their currently editing this filter rule and then confirm whether to
continue to edit, cancel or delete filter rule (which should close the related
dialog window).

Adding should not be a problem, except with regard to making sure that two
filters don't get the same name.