Lock filter to be applied only on selected columns

You can stack segments with metrics in your columns if that is what you are asking:

^ Sample Segment in this case will only modify that column (you can stack multiple compatible segments onto the same column)

Panel Level Segments, will apply to the whole panel (like this):

Here is also a trick, you don't need "permanent" segments (segments that appear in the components area of the left rail), you can create ad hoc segment at the panel level, drag them into your columns, then remove from the panel level.

Now, if you are asking about segments in a drop menu, sadly those cannot apply to just a column. Any segments that are applied to the column are static.