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You can configure different capture filters on different interfaces:

This can be used when you capture traffic on two interfaces of a device and want to check for different packets on the two sides.
The capture filters are stored in a file named cfilters in the Wireshark directory. In this file you will find the predefined filters, along with the filters you have configured, and you will be able to copy the file to other computers. The location of this directory will change depending on how Wireshark is installed and on what platform.