Your test case should work. Could you add some screenshots. Remember that you have to hit 'Apply' button of the first prompt to have the result reflected in the second prompt. (you can of course remove the apply button if required)
Thank you for your reply. The issue is intermittent.
When I tested it yesterday, I did hit the apply button but it never worked. But it worked this morning and returned the filtered value as expected. However, when I tried again this afternoon without change anything. It does not work by returning all the values of employee names.