Surprised that the Shopify Staff was not able to help you, because the Shopify documentation is very clear:
If your product collection contains over 1000 products, then filters are hidden.
(see: https://help.shopify.com/en/manual/online-store/themes/customizing-themes/storefront-filters)
I ran into a similar problem, (and that how I found this help page) and it looks like this new filter option in OS 2.0 is only for mini shops.
Unfortunately that means we still need Shopify Apps or custom coding if your shop has more than a 1,000 products that can appear on a collection page.