HasManyThrough relations are not filterable. To recreate this issue you can use the following database from the Laravel documentation:
projects
id - integer
name - string
environments
id - integer
project_id - integer
name - string
deployments
id - integer
environment_id - integer
commit_hash - string
The following request will not filter any projects which has the deployments:
http://127.0.0.1:8000/odata/Projects?$expand=Deployments($filter=commit_hash eq 'XXX')&$filter=Deployments/any(s:s/commit_hash eq 'XXX')