Saved filters are called lists in Upsales. A list your colleague uses is only visible to you if it has been shared with you, and a filter on a custom field is only visible if you have access to that field.

The list is not shared with you

A list is private to its owner until the owner shares it. When saving a list, the owner can use Share with roles or users to choose which roles and users see it. Lists shared with you appear under Shared lists in the list sidebar.

Ask your colleague to share the list with you or your role. An administrator can also change who a shared list is shared with in Settings → CRM → Shared lists.

If you have hidden a shared list yourself, you find it under Hidden lists in the list sidebar.

The filter uses a custom field restricted to a role

A custom field can be set to Restrict to role. Users outside the selected roles don't see the field, so they can't filter on it or see it as a column. Administrators always see every field.

Ask your administrator to add your role to the field, in Settings → CRM → Fields, or to move you to one of the roles that has access.