Wanted to comment on this thread as the accepted solution and all other comments are just plain incorrect.
The original post asks how to save a filter (not just query) that includes multiple tags in combination (ie: ALL, not ANY; AND not OR)
Shopify seems to, at least currently (October 2024) not handle this very cleanly; but it is possible.
Write in your query: tag:"firsttag","second tag", "third (tag)", "fourth:tag (and) (or)", "fifth-tag"
Click save.
Of note - you’ll see that these example tags are particularly complex with the parentheses, dashes, spaces, and colons. I recommend wrapping all your tags in quotes just to make sure it’s processed correctly as otherwise the search query may not handle it well.
At this point; I would recommend to go ahead and find an order with all the tags you want to include as an example (Or add to them to make sure). And then I would recommend completely closing the tab and re-opening the orders page to make sure nothing is persisting and you can ensure it’s working.
Go ahead and open the filter, and it should be working.
Now, the reason I say this is handled strangely by Shopify is because it does not enter all these into the “Tag” filter - it appears to instead save the search query, so if you go to edit it - it will look like:
But - It works, so no complaints. Hope this helps everyone.
Also, of note; for anyone looking to exclude a tag - the correct process is to either preface it with NOT or - (eg: NOT tag:"example", or -tag:"example")