It looks like the filter by status only filters for at the top level, but they still appear at a lower level. Is this intended behaviour?
Thanks for taking the time to provide this feedback! Currently, filtering applies to the parent goals only, sub-goals are not included in the results.
Hopefully this is something our Product Team can implement for Goals in the future! 
I’ll reach back out to you if there’s any updates!
This is a huge issue for us too! We have some 2021 “goals” that are really broader headers and then specific quarterly sub-goals underneath them. If I try to filter by Q3 it says there are no goals, although there are (you just have to expand to see them).
Applying the time period / status filter for goals & sub goals would be extremely useful!
Any update on when we can expect this to work as expected? Having the Status filter only apply to top level goals is essentially useless as most OKR hierarchies start with very few (4-6) Objectives which are all easily viewable without filtering. Filtering by Status is crucial for gaining risk visibility to the dozens or hundreds of sub-goals — which we currently cannon do. Also, the current filter behavior is inconsistent with the Owner filter which works as expected by allowing you to view goals owned by a single person at any level in the hierarchy.