Hello. Thank you for contacting the Toolset support.
Thats not possible as you can only add the filters to the view for the fields/taxonomy which is attached to the post type to which you set your view to query.
You can not add filters for fields/taxonomy which belongs to other post type.
To add a taxonomy filter to your view, your taxonomy "Location" should be attached to post type "Companies".
Yes - Views can display the content or query the content or you can add the query filters for the post type to which you set the view to query.
So, you created the view to display the content from "Companies" post type and taxonomy "Location" is actually attached to "Rooms" post type that is why you can not add the filter to your view that is set to query the "Companies" post type as taxonomy "Location" is not attached to "Companies" post type.
I understand your structure but it's simply not possible to add the taxonomy filter that belongs to child post type.
However - if you can share problem URL and access details I would like to check and I'll see if I can be able to share any workaround with you.
*** Please make a FULL BACKUP of your database and website.***
I would also eventually need to request temporary access (WP-Admin and FTP) to your site. Preferably to a test site where the problem has been replicated if possible in order to be of better help and check if some configurations might need to be changed.
I have set the next reply to private which means only you and I have access to it.
As I tried to explain in my previous reply but again it's simply not possible and support to add a frontend taxonomy filter for the taxonomy which belongs to the child post type (Rooms) to the view of parent post type (company).
You can only add filter for post type to which you set the view to query. In this case - as you can see with your view, your view is set to query the post type "Company" and "Room Location" taxonomy is belongs to post type "Rooms".
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I do not have any solution to offer here as its not supported by design.