Need to find all clips to which a certain filter has been applied

Not really John, at least not that I can think of off the top of my head ... but you can make the task easier by changing your Playhead Sync mode to Open (View menu > Playhead Sync > Open) that way you can zip through the timeline and as the playhead moves from clip to clip it will automatically open the clip under the playhead into the Viewer window. If you set the Viewer window so that it is showing the Filters tab then you can pretty easily see at a glance whether a specific filter is applied on a specific clip.

Or, if there are no other filters applied, then you can turn on the timeline's Clip Keyframe overlays (toggle on/off with Option T) ... wherever you see a green line displayed then you know that a filter is applied.