When I use options Automation -> Continuous Integration -> Dev Sandbox -> Compare and commit for deployment, there is no option to create a custom filter.
Custom filters can only be created by using Metadata deployments -> Compare and deploy option.
Since the following tutorial https://docs.gearset.com/en/articles/6166062-promoting-your-first-features recommends to use Automation -> Continuous Integration for deployment, it would be nice if this way of deployment also had an option to create custom filter.